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