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Mean Field Games: Cetraro, Italy 2019
Cetraro in 2019, this book collects together lecture notes prepared by Y. Achdou (with M. Laurière), P. Cardaliaguet, F...... more |
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Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications, Cetraro, Italy 2011
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Computational Methods for Option Pricing
This book is a must for becoming better acquainted with the modern tools of numerical analysis for s... more |