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Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability Huyen Pham Softcover Reprint of Hardcover 1st Ed. 2009 edition
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Continuous-time Stochastic Control and Optimization with Financial Applications - Stochastic Modelling and Applied Probability
Huyen Pham
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 | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 19 oktober 2010 |
| ISBN13 | 9783642100444 |
| Uitgevers | Springer-Verlag Berlin and Heidelberg Gm |
| Pagina's | 254 |
| Afmetingen | 157 × 233 × 13 mm · 358 g |
| Taal en grammatica | Frans |
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