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2 results for 'robert arbitrag'

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Time-Inconsistent Control Theory with Finance Applications

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...

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$151.00

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Quantitative Financial Economics

Quantitative Financial Economics Quantitative Financial Economics provides a comprehensive introduction to models of economic behaviour in financial markets, focusing on analysis in discrete time...

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$131.00

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