Udvidet returret til d. 31. januar 2025

Stochastic control problems, viscosity solutions and application to finance - Nizar Touzi - Bog

Bag om Stochastic control problems, viscosity solutions and application to finance

Prepared for the Special Research Semester on Financial Markets, which was held in Pisa, from April 29 to July 15, 2002, this title covers topics such as the Hamilton-Jacobi-Bellman approach to stochastic control problems, with applications to finance.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9788876421365
  • Indbinding:
  • Paperback
  • Sideantal:
  • 62
  • Udgivet:
  • 1. oktober 2002
  • Størrelse:
  • 171x240x6 mm.
  • Vægt:
  • 170 g.
  • Ukendt - mangler pt..
Forlænget returret til d. 31. januar 2025

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Stochastic control problems, viscosity solutions and application to finance

Prepared for the Special Research Semester on Financial Markets, which was held in Pisa, from April 29 to July 15, 2002, this title covers topics such as the Hamilton-Jacobi-Bellman approach to stochastic control problems, with applications to finance.

Brugerbedømmelser af Stochastic control problems, viscosity solutions and application to finance



Find lignende bøger
Bogen Stochastic control problems, viscosity solutions and application to finance findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.