Stochastic control problems, viscosity solutions and application to finance
著者
書誌事項
Stochastic control problems, viscosity solutions and application to finance
(Pubblicazioni della Classe di scienze / Scuola Normale Superiore, . Quaderni)
[Scuola normale superiore di Pisa], 2004
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注記
At head of title: Scuola normale superiore
"These notes have been prepared for the Special Research Semester on Financial Markets, which was held in Pisa, Italy, from April 29 to July 15, 2002."
