118,89 €
Continuous-time Stochastic Control and Optimization with Financial Applications
Continuous-time Stochastic Control and Optimization with Financial Applications
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Continuous-time Stochastic Control and Optimization with Financial Applications
Continuous-time Stochastic Control and Optimization with Financial Applications
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118,89 €
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.
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Continuous-time Stochastic Control and Optimization with Financial Applications (e-book) (used book) | bookbook.eu

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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.

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  • Author: Huyên Pham
  • Publisher:
  • Year: 2009
  • ISBN: 9783540895008
  • ISBN-10: 3540895000
  • ISBN-13: 9783540895008
  • Format: PDF
  • Language: English English

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.

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