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Continuous-Time Stochastic Control And Optimization With Financial Applications eBook

by Huyên Pham
language: english
Publisher: Springer Berlin Heidelberg, May of 2009 ‧
87,44€
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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.

Continuous-Time Stochastic Control And Optimization With Financial Applications

by Huyên Pham

Property Description
ISBN: 9783540895008
Publisher: Springer Berlin Heidelberg
Release Date: May of 2009
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Stochastic Modelling And Applied Probability
Categories: eBooks in English > Computing > Operating Systems and Networks
EAN: 9783540895008

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