Povej prijatelju o tem izdelku:
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.
214 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 15. oktobra 2014 |
| ISBN13 | 9781493900428 |
| Založniki | Springer-Verlag New York Inc. |
| Strani | 214 |
| Dimenzije | 155 × 235 × 12 mm · 347 g |
| Jezik | Angleščina |