Continuous-time stochastic control and optimization with financial applications

Pham, Huyên,

Continuous-time stochastic control and optimization with financial applications by Huyên Pham - - London Springer 2009 - xvii, 232p.: ill; 24 cm. - - . - Stochastic modelling and applied probability, 0172-4568 ; 61. .

Includes bibliographical references and index

9783642100444 =








Financial economics Finance mathematical models Mathematical optimization Stochastic control theory

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332.0151962 PHA


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