Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
by
Touzi, Nizar. author.
Title
:
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Author
:
Touzi, Nizar. author.
ISBN
:
9781461442868
Physical Description
:
X, 214 p. online resource.
Series
:
Fields Institute Monographs, 29
Subject Term
:
Mathematics.
Differential equations, partial.
Finance.
Mathematical optimization.
Distribution (Probability theory).
Quantitative Finance.
Probability Theory and Stochastic Processes.
Partial Differential Equations.
Calculus of Variations and Optimal Control; Optimization.
Added Corporate Author
:
SpringerLink (Online service)
Electronic Access
:
Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
---|
Online Library | E-Book | 331466-1001 | ONLINE(331466.1) | | Elektronik Kütüphane |