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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE - Fields Institute Monographs Nizar Touzi 2013 edition
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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 27. septembris |
| ISBN13 | 9781461442851 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 214 |
| Izmēri | 164 × 240 × 19 mm · 494 g |
| Valoda | Angļu |
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