Diffuzionnye modeli so sluchaynym pereklyucheniem parametrov: Raschety i finansovye prilozheniya (Russian Edition),Used

Diffuzionnye modeli so sluchaynym pereklyucheniem parametrov: Raschety i finansovye prilozheniya (Russian Edition),Used

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SKU: DADAX3659172626
Brand: LAP Lambert Academic Publishing
Sale price$102.53 Regular price$146.47
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Dannaya monografiya posvyashchena polucheniyu i realizatsii algoritmov resheniya optimizatsionnykh zadach na traektoriyakh, kotorye yavlyayutsya resheniyami stokhasticheskikh differentsial'nykh uravneniy s izmenyayushchimisya v sluchaynye markovskie momenty vremeni koeffitsientami. Rassmotreny prilozheniya poluchennykh algoritmov v finansovoy matematike. Monografiya adresovana studentam, aspirantam i prepodavatelyam matematicheskikh spetsial'nostey vysshikh uchebnykh zavedeniy.

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