Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE

EISBN:9781461442868
PISBN:9781461442851
出版社:Springer New York
出版类型:Monograph
出版时间:2013
作者:Nizar Touzi
主题词:Quantitative Finance,Probability Theory and Stochastic Processes,Partial Differential Equations,Calculus of Variations and Optimal Control,Optimization
语种:英语
所属数据库:SpringerLink电子图书
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