Sorry,the image is not available

Pham Huyen:
Continuous-Time Stochastic Control And Optimization With Financial Applications

Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg (Germany), 2009
Hardback, 249 pages
Size: 235x155 mm
ISBN: 9783540894995
ISBN-10: 3540894993

Our price: £31.44
List price: £36.99
You save: 15%

Usually ships within 2 weeks.

Will be shipped from: United Kingdom
 Add to Shopping Basket 

Continuous-Time Stochastic Control And Optimization With Financial Applications

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have led to various developments in the theory of stochastic control. This title provides a systematic treatment of stochastic optimization problems applied to finance.

Related links:

Huyen Pham
Calculus of variations
Calculus & mathematical analysis
Mathematics
Mathematics and science
Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg

More information from Wikipedia:

Huyen Pham
© 2006-2009 Eruditor Ltd and its partners

Search

Whole catalogue
Economic forecasting

Advanced Search

Browse

Authors’ Name Index

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Share |