Ishikawa, Yasushi Stochastic calculus of variations for jump processes. 2nd edition. (English) Zbl 1335.60001 De Gruyter Studies in Mathematics 54. Berlin: de Gruyter (ISBN 978-3-11-037776-7/hbk; 978-3-11-037807-8/ebook). x, 278 p. (2016). MSC: 60-02 60H07 60H05 60J75 60H10 60G51 91G80 PDFBibTeX XMLCite \textit{Y. Ishikawa}, Stochastic calculus of variations for jump processes. 2nd edition. Berlin: de Gruyter (2016; Zbl 1335.60001) Full Text: DOI
Silvestrov, Dmitrii S. American-type options. Stochastic approximation methods. Volume 2. (English) Zbl 1380.91006 De Gruyter Studies in Mathematics 57. Berlin: de Gruyter (ISBN 978-3-11-032968-1/hbk; 978-3-11-032984-1/ebook). xi, 558 p. (2015). MSC: 91-02 91G20 60G40 62L20 62P05 60J20 60G50 91B70 91G60 PDFBibTeX XMLCite \textit{D. S. Silvestrov}, American-type options. Stochastic approximation methods. Volume 2. Berlin: de Gruyter (2015; Zbl 1380.91006) Full Text: DOI
Silvestrov, Dmitrii S. American-type options. Stochastic approximation methods. Volume 1. (English) Zbl 1282.91007 De Gruyter Studies in Mathematics 56. Berlin: de Gruyter (ISBN 978-3-11-032967-4/hbk; 978-3-11-032982-7/ebook). x, 509 p. (2014). Reviewer: Iulian Stoleriu (Iaşi) MSC: 91-02 91G20 60G40 62L20 62P05 60J20 60G50 91B70 91G60 PDFBibTeX XMLCite \textit{D. S. Silvestrov}, American-type options. Stochastic approximation methods. Volume 1. Berlin: de Gruyter (2014; Zbl 1282.91007) Full Text: Link
Föllmer, Hans; Schied, Alexander Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. (English) Zbl 1126.91028 de Gruyter Studies in Mathematics 27. Berlin: de Gruyter (ISBN 3-11-018346-3/hbk). xi, 459 p. (2004). MSC: 91Gxx 91-02 60-02 91G10 91G80 60G40 60G42 PDFBibTeX XMLCite \textit{H. Föllmer} and \textit{A. Schied}, Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Berlin: de Gruyter (2004; Zbl 1126.91028)
Föllmer, Hans; Schied, Alexander Stochastic finance. An introduction in discrete time. (English) Zbl 1125.91053 de Gruyter Studies in Mathematics 27. Berlin: de Gruyter (ISBN 3-11-017119-8/hbk). ix, 422 p. (2002). MSC: 91Gxx 91-02 60-02 91B30 91G10 91G80 60G40 60G42 PDFBibTeX XMLCite \textit{H. Föllmer} and \textit{A. Schied}, Stochastic finance. An introduction in discrete time. Berlin: de Gruyter (2002; Zbl 1125.91053)