This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
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This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
Read Less
Add this copy of Continuous-Time Stochastic Control and Optimization to cart. $51.77, good condition, Sold by newlegacybooks rated 5.0 out of 5 stars, ships from Annandale, NJ, UNITED STATES, published 2010 by Springer.
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Add this copy of Continuous-Time Stochastic Control and Optimization to cart. $74.57, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2009 by Springer.
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Fine. Glued binding. Paper over boards. 232 p. Stochastic Modelling and Applied Probability, 61. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Continuous-Time Stochastic Control and Optimization to cart. $75.13, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2009 by Springer.
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New. Glued binding. Paper over boards. 232 p. Stochastic Modelling and Applied Probability, 61. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Continuous-Time Stochastic Control and Optimization to cart. $75.14, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2010 by Springer.
Add this copy of Continuous-Time Stochastic Control and Optimization to cart. $75.14, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2009 by Springer.