LIBROS DEL AUTOR: pierre bernhard

2 resultados para LIBROS DEL AUTOR: pierre bernhard

pierre bernhard Eliminar filtro Quitar filtros
  • The Interval Market Model in Mathematical Finance
    Berend Roorda / Jacob C. Engwerda / Pierre Bernhard
    Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complemen...
    Disponible

    65,95 €

  • H∞-Optimal Control and Related Minimax Design Problems
    Pierre Bernhard / Tamer Başar
    This book is devoted to one of the fastest developing fields in modern control theory - the so-called H-infinity optimal control theory. The book can be used for a second or third year graduate level course in the subject, and researchers working in the area will find the book useful as a standard reference. Based mostly on recent work of the authors,...
    Disponible

    102,53 €