Ebooks de Nizar Touzi en EPUB

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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...

Editeur : Springer
Parution : 2012-09-25
Collection : Fields Institute Monographs
ePub

116,04 €