Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications

Author(s)

• Carmona, René

Bibliographic Information

Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications

René Carmona

（Financial mathematics, 1）

Society for Industrial and Applied Mathematics, c2016

Note

Includes bibliographical references (p. 253-259) and indexes

Details

• NCID: BB22725074
• ISBN:
  • 9781611974232
• LCCN: 2015038344
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Philadelphia
• Pages/Volumes: ix, 265 p.
• Size: 26 cm
• Classification:
  • LCC : QA274.23
  • DC23 : 519.2/7
• Subject Headings:
  • LCSH : Stochastic differential equations
  • LCSH : Stochastic control theory
  • LCSH : Business mathematics
• Parent Bibliography ID:
  • BB22724978