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Optimisation et contrôle stochastique appliqués à la finance (Mathématiques et Applications) (French Edition)

Huyên Pham




[PDF.ti64] Optimisation et contrôle stochastique appliqués à la finance (Mathématiques et Applications) (French Edition)

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 | #6572691 in Books |  Springer |  2007-09-06 | Original language:French | PDF # 1 |  9.25 x.46 x6.10l,.66 | File type: PDF | 188 pages

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|| ||From the reviews: | |"This book concerns postgraduate studies in stochastic analysis, especially optimal stochastic control. The presentation is pedagogic and progressive. It stresses the links between stochastic differential equations (SDEs), dynamic program

Ce livre présente les différents aspects et méthodes utilisés dans la résolution des problèmes d'optimisation stochastique avec en vue des applications plus spécifiques à la finance. Il expose graduellement les méthodes mathématiques en présentant d'abord les idées intuitives, puis en énonçant précisément les résultats avec des démonstrations c...

You easily download any file type for your device.Optimisation et contrôle stochastique appliqués à la finance (Mathématiques et Applications) (French Edition)   |  Huyên Pham. I was recommended this book by a dear friend of mine.

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