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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

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
9781493900428
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
15.10.2014
Antall sider
214