Pham, Huyên.
Continuous-time Stochastic Control and Optimization with Financial Applications [electronic resource] / by Huyên Pham. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2009. - digital. - Stochastic Modelling and Applied Probability, 61 0172-4568 ; . - Stochastic Modelling and Applied Probability, 61 .
9783540895008
10.1007/978-3-540-89500-8 doi
Mathematics.
Finance.
Systems theory.
Mathematical optimization.
Distribution (Probability theory).
Mathematics.
Calculus of Variations and Optimal Control; Optimization.
Game Theory, Economics, Social and Behav. Sciences.
Systems Theory, Control.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Continuous-time Stochastic Control and Optimization with Financial Applications [electronic resource] / by Huyên Pham. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2009. - digital. - Stochastic Modelling and Applied Probability, 61 0172-4568 ; . - Stochastic Modelling and Applied Probability, 61 .
9783540895008
10.1007/978-3-540-89500-8 doi
Mathematics.
Finance.
Systems theory.
Mathematical optimization.
Distribution (Probability theory).
Mathematics.
Calculus of Variations and Optimal Control; Optimization.
Game Theory, Economics, Social and Behav. Sciences.
Systems Theory, Control.
Probability Theory and Stochastic Processes.
Quantitative Finance.