Continuous-time stochastic control and optimization with financial applications /

Bibliographic Details

Main Author:	Pham, Huyên
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; Heidelberg : Springer-Verlag, [2009]
Series:	Stochastic modelling and applied probability ; 61.
Subjects:	Business mathematics. Mathematical optimization. Stochastic control theory. Electronic books.
Online Access:	Connect to the full text of this electronic book