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Stochastic control problems, viscosity solutions and application to finance

Bag om Stochastic control problems, viscosity solutions and application to finance

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9788876421365
  • Indbinding:
  • Paperback
  • Sideantal:
  • 62
  • Udgivet:
  • 1. oktober 2002
  • Størrelse:
  • 171x240x6 mm.
  • Vægt:
  • 170 g.
  • Ukendt - mangler pt..

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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.

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