Continuous-time stochastic control and optimization with financial applications

著者

• Pham, Huyên

書誌事項

Continuous-time stochastic control and optimization with financial applications

Huyên Pham

（Stochastic modelling and applied probability, 61）

Springer, c2009

注記

Includes bibliographical references (p. 223-229) and index

• NII書誌ID(NCID): BA90518633
• ISBN:
  • 9783540894995
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: xvii, 232 p.
• 大きさ: 24 cm
• 件名:
  • LCSH : Stochastic control theory
  • LCSH : Business mathematics
  • LCSH : Mathematical optimization
• 親書誌ID:
  • BA70424457