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

By: Pham, Huyên.
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Mathématiques & Applications, 61.Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007Description: digital.ISBN: 9783540737377.Subject(s): 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 ProcessesDDC classification: 519 Online resources: Click here to access online In: Springer eBooks
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