Stochastic control problems, viscosity solutions and application to finance

書誌事項

Stochastic control problems, viscosity solutions and application to finance

Nizar Touzi

(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."

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詳細情報

  • NII書誌ID(NCID)
    BA70941448
  • ISBN
    • 887642136X
  • 出版国コード
    it
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Pisa
  • ページ数/冊数
    vi, 62 p.
  • 大きさ
    24 cm
  • 親書誌ID
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