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Optimisation et contrôle stochastique appliqués à la finance Cover Image E-book E-book

Optimisation et contrôle stochastique appliqués à la finance [electronic resource] / by Huyên Pham.

Pham, Huyên. (author.). SpringerLink (Online service) (Added Author).

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  • ISBN: 9783540737377
  • Physical Description: online resource.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.

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Subject: 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.

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