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
/
332.0151962 PHA
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
/
332.0151962 PHA