Monografie

Continuous-time stochastic control and optimization with financial applications

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Language: Englisch

Extent: XVII, 232 S.

ISBN: 978-3-540-89499-5

Identifier: 992498597

Series: Stochastic modelling and applied probability; 61

Subject

Finanzmathematik ; Stochastische Optimierung

Contributor

Pham, Huyen

Table of contents: https://d-nb.info/992498597/04

Rights: Der Zugriff auf Teile des Objekts ist unbeschränkt möglich.

Last update: 16.08.2023, 6:38 PM CEST

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Deutsche Nationalbibliothek

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Monografie

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Pham, Huyen

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Continuous-time stochastic control and optimization with financial applications

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Other Objects (12)

Numerical solutions of stochastic differential equations with jumps in finance

Controlled diffusion processes

Continuous-time Markov decision processes : theory and applications

Stochastic stability of differential equations

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Large deviations techniques and applications

Stochastic Simulation : Algorithms and Analysis

Advanced financial modelling

Martingale methods in financial modelling

Discretization of processes

Optimal stopping rules

Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996

Numerical solutions of stochastic differential equations with jumps in finance

Controlled diffusion processes

Continuous-time Markov decision processes : theory and applications

Stochastic stability of differential equations

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Large deviations techniques and applications

Stochastic Simulation : Algorithms and Analysis

Advanced financial modelling

Martingale methods in financial modelling

Discretization of processes

Optimal stopping rules

Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996

Numerical solutions of stochastic differential equations with jumps in finance

Controlled diffusion processes

Continuous-time Markov decision processes : theory and applications

Stochastic stability of differential equations

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Large deviations techniques and applications

Stochastic Simulation : Algorithms and Analysis

Advanced financial modelling

Martingale methods in financial modelling

Discretization of processes

Optimal stopping rules

Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996

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