Huyen P. Pham
Continuous-time Stochastic Control and Optimization with Financial Applications, Hardback
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Descriere
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.
Detalii
- Autor
- Huyen P. Pham
- Editura
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Colectie
- Stochastic Modelling and Applied Probability
- Anul aparitiei
- 2.009
- Luna aparitiei
- 5
- Tip coperta
- Cartonata
- Numar de pagini
- 232
- Format
- 243 x 165
- ISBN
- 3540894993
- Cod de bare
- 9783540894995
- Limba
- Engleza