Optimal control problems, which form a central pillar in applied mathematics and engineering, involve determining control strategies that steer physical, economic or biological systems to achieve a ...
Description: This is a differential equations course designed to follow MA 265-266. Same description as MA 303 except that material on the qualitative behavior of solutions to nonlinear systems is ...
We extend and unify Fourier-analytic methods for pricing a wide class of options on any underlying state variable whose characteristic function is known. In this ...
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