Markov decision processes with applications to finance

Author(s)

• Bäuerle, Nicole
• Rieder, U.

Bibliographic Information

Markov decision processes with applications to finance

Nicole Bäuerle, Ulrich Rieder

（Universitext）

Springer, c2011

• : pbk

Note

Includes bibliographical references (p. 369-384) and index

Details

• NCID: BB06215689
• ISBN:
  • 9783642183232
• LCCN: 2011929506
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg
• Pages/Volumes: xvi, 388 p.
• Size: 24 cm
• Classification:
  • SG : 510
• Subject Headings:
  • LCSH : Markov processes
  • LCSH : Finance -- Statistics
• Parent Bibliography ID:
  • BA00021004