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Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability Softcover Reprint of Hardcover 1st Ed. 2009 edition
Huyen Pham
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Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability Softcover Reprint of Hardcover 1st Ed. 2009 edition
Huyen Pham
This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
254 pages, black & white illustrations
Medie | Bøger Paperback Bog (Bog med blødt omslag og limet ryg) |
Udgivet | 19. oktober 2010 |
ISBN13 | 9783642100444 |
Forlag | Springer-Verlag Berlin and Heidelberg Gm |
Antal sider | 254 |
Mål | 157 × 233 × 13 mm · 358 g |
Sprog | Fransk |