Name: Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
Price: 1245.95 DKK
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Author: Nizar Touzi
ISBN: 9781461442851

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE af Nizar Touzi

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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.

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Sprog:
Engelsk

ISBN:
9781461442851

Forlag:
Springer-Verlag New York Inc.

Indbinding:
Hardback

Sideantal:
214

Udgivet:
25. September 2012

Udgave:
2013

Størrelse:
240x164x19 mm.

Vægt:
486 g.

Leveringstid: 2-3 uger.
Forventet levering: 23. Oktober 2024

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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.

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