Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE - Fields Institute Monographs - Nizar Touzi - Books - Springer-Verlag New York Inc. - 9781461442851 - September 27, 2012
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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE - Fields Institute Monographs 2013 edition

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This book collects some recent developments in stochastic control theory with applications to financial mathematics. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems.


206 pages, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released September 27, 2012
ISBN13 9781461442851
Publishers Springer-Verlag New York Inc.
Pages 214
Dimensions 164 × 240 × 19 mm   ·   494 g
Language English  

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