9781493900428-1493900420-Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE (Fields Institute Monographs, 29)

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE (Fields Institute Monographs, 29)

ISBN-13: 9781493900428
ISBN-10: 1493900420
Edition: 2013
Author: Nizar Touzi
Publication date: 2014
Publisher: Springer
Format: Paperback 224 pages
FREE US shipping

Book details

ISBN-13: 9781493900428
ISBN-10: 1493900420
Edition: 2013
Author: Nizar Touzi
Publication date: 2014
Publisher: Springer
Format: Paperback 224 pages

Summary

Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE (Fields Institute Monographs, 29) (ISBN-13: 9781493900428 and ISBN-10: 1493900420), written by authors Nizar Touzi, was published by Springer in 2014. With an overall rating of 4.2 stars, it's a notable title among other books. You can easily purchase or rent Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE (Fields Institute Monographs, 29) (Paperback) from BooksRun, along with many other new and used books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.41.

Description

This book collects recent developments in stochastic control theory with applications to financial mathematics. It approaches quadratic backward stochastic differential equations following the point of view of Tevzadze.
Rate this book Rate this book

We would LOVE it if you could help us and other readers by reviewing the book