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Stochastic control problems, viscosity solutions and application to finance - Publications of the Scuola Normale Superiore Nizar Touzi
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Stochastic control problems, viscosity solutions and application to finance - Publications of the Scuola Normale Superiore
Nizar Touzi
Prepared for the Special Research Semester on Financial Markets, which was held in Pisa, from April 29 to July 15, 2002, this title covers topics such as the Hamilton-Jacobi-Bellman approach to stochastic control problems, with applications to finance.
62 pages
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 1, 2002 |
| ISBN13 | 9788876421365 |
| Publishers | Birkhauser Verlag AG |
| Pages | 62 |
| Dimensions | 240 × 171 × 6 mm · 181 g |
| Language | English |
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