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Continuous-Time Stochastic Control And Optimization With Financial Applications
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, junho de 2009 ‧
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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: | 9783540894995 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | junho de 2009 |
| Idioma: | Inglês |
| Encadernação: | Capa dura |
| Páginas: | 232 |
| Tipo de produto: | Livro |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
Livros em Inglês
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Ciências Exatas e Naturais
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Matemática
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| EAN: | 9783540894995 |
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