Pham, Huyên.
Optimisation et contrôle stochastique appliqués à la finance [electronic resource] / by Huyên Pham. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2007. - digital. - Mathématiques & Applications, 61 1154-483X ; . - Mathématiques & Applications, 61 .
9783540737377
10.1007/978-3-540-73737-7 doi
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.
Q295 QA402.3-402.37
519
Optimisation et contrôle stochastique appliqués à la finance [electronic resource] / by Huyên Pham. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2007. - digital. - Mathématiques & Applications, 61 1154-483X ; . - Mathématiques & Applications, 61 .
9783540737377
10.1007/978-3-540-73737-7 doi
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.
Q295 QA402.3-402.37
519