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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

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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.
Författare
Nizar Touzi
Upplaga
2013 ed.
ISBN
9781493900428
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-10-15
Sidor
214