Recenzie Stochastic control problems, viscosity solutions and application to finance

Stochastic control problems, viscosity solutions and application to finance

Stochastic control problems, viscosity solutions and application to finance

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Prepared for the Special Research Semester on Financial Markets, which was held in Pisa, from April 29 to July 15, 2002, this title covers topics such as the Hamilton-Jacobi-Bellman approach to stochastic control problems, with applications to finance. prečítať celé 

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