Simulations of Hamilton-Jacobi Equation with Application on Finance

By Pratibhamoy Das

The Hamilton-Jacobi equation arises in a variety of applications such as optimal control, game theory, geometric optics, front propagation and finance. The Hamilton-Jacobi equation is also one of the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3659358355
• ISBN13: 9783659358357
• Release Date: March 2013
• Publisher: LAP Lambert Academic Publishing
• Length: 64 Pages
• Weight: 0.23 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"