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
List price: £36.99
You save: 15%
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.
