LIBROS DEL AUTOR: huyen pham

1 resultados para LIBROS DEL AUTOR: huyen pham

huyen pham Eliminar filtro Quitar filtros
  • Continuous-time Stochastic Control and Optimization with Financial Applications
    Huyên Pham
    Some elements of stochastic analysis.- Stochastic optimization problems. Examples in finance.- The classical PDE approach to dynamic programming.- The viscosity solutions approach to stochastic control problems.- Optimal switching and free boundary problems.- Backward stochastic differential equations and optimal control.- Martingale and convex duality methods. ...
    Disponible

    103,36 €