Pham, Huyên.

Optimisation et contrôle stochastique appliqués à la finance [electronic resource] / by Huyên Pham. - 1a ed. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2007. - v.: digital - Mathématiques & Applications, 61 1154-483X ; .

9783540737377


Mathematics
Finance
Systems theory
Mathematical optimization
Distribution (Probability theory)
Mathematics
Systems Theory, Control
Calculus of Variations and Optimal Control; Optimization
Quantitative Finance
Probability Theory and Stochastic Processes

QA274.2 / P43 2007