Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability - Huyen Pham - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783642100444 - October 19, 2010
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Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability Softcover Reprint of Hardcover 1st Ed. 2009 edition

Huyen Pham

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Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability Softcover Reprint of Hardcover 1st Ed. 2009 edition

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.

254 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 19, 2010
ISBN13 9783642100444
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 254
Dimensions 157 × 233 × 13 mm   ·   358 g
Language French  
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