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