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Markov decision processes with applications to finance

Bauerle, Nicole

Markov decision processes with applications to finance Nicole Bauerle and Ulrich Rieder - Heidelberg Springer 2010 - xvi, 388p.

ISBN: 9783642183232

Subjects--Index Terms: Markov processes Markov processes - financial applications Markov chains

Universal Decimal Class. No.: 519.217 / BAU

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