Code: 01654880

Continuous-time Stochastic Control and Optimization with Financial Applications

Name: Continuous-time Stochastic Control and Optimization with Financial Applications
Brand: Springer, Berlin
SKU: 01654880
Price: 77.35 EUR
Availability: InStock
Author: Huy
ISBN: 9783642100444

by Huy

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 an ... more

Language: English
Binding: Paperback
Number of pages: 232
Publisher: Springer, Berlin, 2011
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77.35 €

Full title: Continuous-time Stochastic Control and Optimization with Financial Applications
Author: Huy
Language: English
Binding: Paperback
Number of pages: 232
EAN: 9783642100444
ISBN: 3642100449
ID: 01654880
Publisher: Springer, Berlin
Weight: 381 g
Dimensions: 235 × 155 × 13 mm
Date of publishing: 26. July 2011