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Continuous-Time Stochastic Control And Optimization With Financial Applications eBook
idioma: inglês
Editor:
Springer Berlin Heidelberg, maio de 2009 ‧
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87,44€
10% DESCONTO
CARTÃO
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DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783540895008 |
| Editor: | Springer Berlin Heidelberg |
| Data de Lançamento: | maio de 2009 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
eBooks em Inglês
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Informática
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Sistemas Operativos e Redes
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| EAN: | 9783540895008 |
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