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Stochastic Control Problems, Viscosity Solutions and Application to Finance
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Stochastic Control Problems, Viscosity Solution... 887642136X Book Cover

Stochastic Control Problems, Viscosity Solution...

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Edition Description

These notes have been prepared for the Special Research Semester on Financial Markets, which was held in Pisa, from April 29 to July 15, 2002. The general topics of these lectures is the Hamilton-Jacobi-Bellman approach to stochastic control problems, with applications to finance...

Edition Details
Format:Paperback
Language:English
ISBN:887642136X
Format: Paperback
Condition:
$
34.00
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