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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

Forfatter:
innbundet, 2012
Engelsk
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems.
Forfatter
Nizar Touzi
Opplag
2013 ed.
ISBN
9781461442851
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
27.9.2012
Antall sider
214