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Chang, Mou-Hsiung

Stochastic Control of Hereditary Systems and Applications

Chang, Mou-Hsiung - Stochastic Control of Hereditary Systems and Applications, ebook

78,10€

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ISBN: 9780387758169
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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

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Keywords: MATHEMATICS / General MAT000000

Author(s)
Publisher
Springer
Publication year
2008
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387758169

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