Product Description
ISBN: 9788876421365
TITLE: Stochastic control problems, viscosity solutions and application to finance
AUTHOR: Nizar Touzi
PUBLISHER: Birkhauser Verlag AG
PUBLISHER DATE: 1 Oct 2002
ISBN: 9788876421365
TITLE: Stochastic control problems, viscosity solutions and application to finance
AUTHOR: Nizar Touzi
PUBLISHER: Birkhauser Verlag AG
PUBLISHER DATE: 1 Oct 2002
Popular Trending Products
ISBN: 9781493900428TITLE: Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE :…
ISBN: 9781461442851TITLE: Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE :…
ISBN: 9783658256906TITLE: On Stochastic Optimization Problems and an Application in FinanceAUTHOR: J…
ISBN: 9781243590473TITLE: A Stochastic Representation Problem with Applications in Optimal Singular …