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