Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Stochastic Simulation: Algorithms and Analysis
Soren Asmussen
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming
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Large Deviations Techniques and Applications
Amir Dembo
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Numerical Solution of Stochastic Differential Equations
Peter E. Kloeden
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Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation
Carl Graham
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Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming
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Large Deviations Techniques and Applications
Amir Dembo
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Stochastic Integration and Differential Equations
Philip Protter
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Continuous-time Stochastic Control and Optimization with Financial Applications
Huyen Pham
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Statistical Estimation : Asymptotic Theory
I.A. Ibragimov
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Statistical Estimation : Asymptotic Theory
I.A. Ibragimov
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Stochastic Approximation and Recursive Algorithms and Applications
Harold Kushner
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Stochastic Ordinary and Stochastic Partial Differential Equations : Transition from Microscopic to Macroscopic Equations
Peter Kotelenez
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
G. George Yin
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Hybrid Switching Diffusions : Properties and Applications
G. George Yin
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Hybrid Switching Diffusions : Properties and Applications
G. George Yin
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Applied Probability and Queues
Soeren Asmussen
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Stochastic Approximation and Recursive Algorithms and Applications
Harold Kushner
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Average-Cost Control of Stochastic Manufacturing Systems
Suresh P. Sethi
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