这本书的内容为: Chapter 1 Stochastic Calculus with Jump diffusions Chapter 2 Optimal Stopping of Jump Diffusions Chapter 3 Stochastic Control of Jump Diffusions Chapter 4 Combined Optimal Stopping and Stochastic Control of Jump Diffusions Chapter 5 Singular Control for Jump Diffusions Chapter 6 Impulse Control of Jump Diffusions Chapter 7 Approximating Impulse Control of Diffusions by Iterated Optimal Stopping Chapter 8 Combined Stochastic Control and Impulse Control of Jump Diffusions Chapter 9 Viscosity Solutions Chapter 10 Solutions of Selected Exercises 这是《数理金融》,特别是《最优投资》方向值得一读的一本数学书!
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