Continuous-time stochastic control and optimization with financial applications
Pham H
Continuous-time stochastic control and optimization with financial applications - Berlin Springer 2009 - xvii, 232p. cm. - Stochastic modelling and applied probability, 61 .
Appendix A-B, 213-222p.; References 223-230p.; Index 231-232p.
9783540894995 (hbd)
95606
307, 18/02/2010, N R Book Distributors Textual
Distribution-probability theory
Mathematical optimization
Mathematics
Quantitative finance
Operational Research
B2811, P9 TOR
Continuous-time stochastic control and optimization with financial applications - Berlin Springer 2009 - xvii, 232p. cm. - Stochastic modelling and applied probability, 61 .
Appendix A-B, 213-222p.; References 223-230p.; Index 231-232p.
9783540894995 (hbd)
95606
307, 18/02/2010, N R Book Distributors Textual
Distribution-probability theory
Mathematical optimization
Mathematics
Quantitative finance
Operational Research
B2811, P9 TOR
