Kód: 01654880
Continuous-time Stochastic Control and Optimization with Financial Applications
Autor Huy
This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations an ... celý popis
- Jazyk:
Angličtina - Vazba: Brožovaná
- Počet stran: 232
Nakladatelství: Springer, Berlin, 2011
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Anotace knihy
This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
Parametry knihy
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Optimization
1770 Kč
- Plný název: Continuous-time Stochastic Control and Optimization with Financial Applications
- Autor: Huy
- Jazyk: Angličtina
- Vazba: Brožovaná
- Počet stran: 232
- EAN: 9783642100444
- ISBN: 3642100449
- ID: 01654880
- Nakladatelství: Springer, Berlin
- Hmotnost: 381 g
- Rozměry: 235 × 155 × 13 mm
- Datum vydání: 26. July 2011
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