Nur 42.75 EUR Versandkosten: 2-3 Tage 0.00 EUR Continuous-time Stochastic Control and Optimization with Financi
PStochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control./P PThis volume 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. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the ...
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Dieses Produkt wurde von Arvelle am Tuesday, dem 8. April 2014 aktualisiert und von uns zuletzt am Monday, dem 14. April 2014 auf Preis und Verfügbarkeit überprüft.
