LIBROS DEL AUTOR: nizar touzi

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  • Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE
    Nizar Touzi
    This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. ...
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    48,15 €