Research Catalog

Continuous-time stochastic control and optimization with financial applications

Title
Continuous-time stochastic control and optimization with financial applications / Huyên Pham.
Author
Pham, Huyên.
Publication
Berlin : Springer, c2009.

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Details

Description
xvii, 232 p.; 24 cm.
Series Statement
Stochastic modelling and applied probability, 0172-4568 ; 61
Uniform Title
Stochastic modelling and applied probability ; 61.
Subject
  • Stochastic control theory
  • Business mathematics
  • Mathematical optimization
  • Finanzmathematik > Stochastische Optimierung
  • Kontrolltheorie
  • Stochastischer Prozess
  • Dynamische Optimierung
  • Finanzmathematik
  • Portfolio-Management
  • Theorie
  • Stochastische Optimierung
Bibliography (note)
  • Includes bibliographical references (p. 223-229) and index.
ISBN
  • 9783540894995 (acid-free paper)
  • 3540894993 (acid-free paper)
  • 9783540895008 (ebook)
  • 3540895000 (ebook)
LCCN
2009926070
OCLC
  • ocn382399326
  • 382399326
  • SCSB-5603389
Owning Institutions
Columbia University Libraries