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Item 1 of 1
Item 1 of 1
Springer
Continuous-time Stochastic Control and Optimization with Financial Applications
SR 259
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About this Product
Some elements of stochastic analysis.- Stochastic optimization problems. Examples in finance.- The classical PDE approach to dynamic programming.- The viscosity solutions approach to stochastic control problems.- Optimal switching and free boundary problems.- Backward stochastic differential equations and optimal control.- Martingale and convex duality methods.
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