Ioannis Karatzas

Identifiers

Open LibraryOL222519A

Top Subjects

Mathematics (2)
Finance (2)
Control theory (1)
Stochastic differential equations (1)
Stochastic analysis. (1)
Brownian motion processes. (1)
Probability & Statistics - General (1)

Books by Ioannis Karatzas

Total count: 9

A free boundary problem in stochastic optimal control

publisher not identified1980-01-01
Brownian motion and stochastic calculus

Springer-Verlag1988-01-01
Applied Stochastic AnalysisProceedings of a Us-French Workshop, Rutgers University, New Brunswick, N.J., April 29-May 2, 1991 (Recent Results in Cancer Research)

Springer1992-01-01
Construction of stationary Markov equilibria in a strategic market game

Yale University, Cowles Foundation1992-01-01
Lectures on the Mathmatics of Finance (CRM Monograph)New Ed edition

Amer Mathematical Society1996-12-01
Lectures on the mathematics of finance

American Mathematical Society1997-01-01
Stochastic Processes and Related TopicsIn Memory of Stamatis Cambanis 1943-1995

Birkhäuser Boston1998-01-01
Methods of Mathematical Finance

1998-01-01
Portfolio Theory and ArbitrageA Course in Mathematical Finance

American Mathematical Society2021-01-01