Continuous-Time Stochastic Control and Optimization with Financial Applications (English, Huyên Pham)
by Huyên Pham
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540894995
ISBN-10
3540894993
Author
Huyên Pham
About the Book
From the Back Cover Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosit…
ISBN: 9783540894995
ISBN-13: 9783540894995
ISBN-10: 3540894993
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Product ID: isbn-9783540894995
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