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

著者

• Carmona, René

書誌事項

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

René Carmona

（Financial mathematics, 1）

Society for Industrial and Applied Mathematics, c2016

注記

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

• NII書誌ID(NCID): BB22725074
• ISBN:
  • 9781611974232
• LCCN: 2015038344
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Philadelphia
• ページ数/冊数: ix, 265 p.
• 大きさ: 26 cm
• 分類:
  • LCC : QA274.23
  • DC23 : 519.2/7
• 件名:
  • LCSH : Stochastic differential equations
  • LCSH : Stochastic control theory
  • LCSH : Business mathematics
• 親書誌ID:
  • BB22724978