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Dynamic programming / Markov decision process / Stochastic control / Bessel function / Statistics / Mathematical analysis / Markov processes
Date: 2010-06-17 10:41:36
Dynamic programming
Markov decision process
Stochastic control
Bessel function
Statistics
Mathematical analysis
Markov processes

Control Improvement for Jump-Diffusion Processes Control Improvement for Jump-Diffusion Processes with Applications to Finance ¨ Nicole Bauerle

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