Continuous-time stochastic control and optimization with financial applications
Huyên Pham
| Year of publication: |
[2009]
|
|---|---|
| Authors: | Pham, Huyên |
| Publisher: |
Berlin : Springer |
| Subject: | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastische Optimierung | Stochastische Kontrolltheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | XVII, 232 Seiten 24 cm |
|---|---|
| Series: | Stochastic modelling and applied probability. - New York, NY : Springer, ISSN 2197-4381, ZDB-ID 2388041-7. - Vol. 61 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 223 - 229 |
| ISBN: | 978-3-540-89499-5 ; 978-3-540-89500-8 |
| Classification: | Investition, Finanzierung ; Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878385