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Auteur : Huyên Pham
Catégorie : Livres anglais et étrangers,Science,Mathematics
Broché : * pages
Éditeur : *
Langue : Français, Anglais

This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.

Télécharger Continuous-time Stochastic Control and Optimization with Financial Applications de Huyên Pham Pdf Ebook

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STOCHASTIC CONTROL, AND APPLICATION TO FINANCE ~ STOCHASTIC CONTROL, AND APPLICATION TO FINANCE Nizar Touzi nizar.touzi@polytechnique.edu Ecole Polytechnique Paris D epartement de Math ematiques Appliqu ees

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