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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE - Fields Institute Monographs Nizar Touzi 2013 edition
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE - Fields Institute Monographs
Nizar Touzi
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems.
206 pages, black & white illustrations
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 27. septembra 2012 |
| ISBN13 | 9781461442851 |
| Založniki | Springer-Verlag New York Inc. |
| Strani | 214 |
| Dimenzije | 164 × 240 × 19 mm · 494 g |
| Jezik | Angleščina |