Continuous-time stochastic control and optimization with financial applications
Saved in:
Main Author: | Pham, Huyen (Author) |
---|---|
Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer-Verlag Berlin Heidelberg
2009.
|
Series: | Stochastic Modelling and Applied Probability,
61 |
Subjects: | |
Online Access: | Click here to view the full text content |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Stochastic control in discrete and continuous time
by: Seierstad, Atle
Published: (2009) -
Stochastic optimization in continuous time /
by: Chang, Fwu-Ranq
Published: (2004) -
Handbook of stochastic processes, optimization & control theory : analysis & applications /
Published: (2012) -
Basics of applied stochastic processes
Published: (2009) -
Financial markets in continuous time /
by: Dana, Rose-Anne
Published: (2007)