Chang, Mou-Hsiung
Stochastic Control of Hereditary Systems and Applications
Table of contents
1. Introduction and Summary
2. Stochastic Hereditary Differential Equations
3. Stochastic Calculus
4. Optimal Classical Control
5. Optimal Stopping
6. Discrete Approximations
7. Option Pricing
8. Hereditary Portfolio Optimization
DRM-restrictions
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Keywords: MATHEMATICS / General MAT000000
- Author(s)
- Chang, Mou-Hsiung
- Publisher
- Springer
- Publication year
- 2008
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780387758169
