All ebooks by Tomas Björk in PDF and EPUB
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All ebooks by Tomas Björk in PDF and EPUB


2  Book(s)
Download this eBook Time-Inconsistent Control Theory with Finance Applications
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Time-Inconsistent Control Theory with Finance Applications


Tomas Björk , Mariana Khapko , Agatha Murgoci


This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principle. These problems are cast in a game-theoretic framework, with the focus on subgame-perfect Nash equilibrium...

Publication date: 2021-11-02
Format: PDF, ePub
Publisher: Springer
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£109,50
Download this eBook Point Processes and Jump Diffusions
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Point Processes and Jump Diffusions


Tomas Björk


The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficult and has proved to be...

Publication date: 2021-06-17
Format: PDF
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£49,58

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