Produkt
KlappentextThis book focuses on maximum principle and verification theorem for incomplete information forward-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal controls and mathematical finance.
Zusammenfassung
Introduces new backward separation approach with maximum principle and optimal filtering
Many worked-out examples included to help the reader understand theories
Provides a concise introduction to forward-backward stochastic differential equations
Useful to practitioners in the fields of financial engineering and actuarial science as well as students
Introduces new backward separation approach with maximum principle and optimal filtering
Many worked-out examples included to help the reader understand theories
Provides a concise introduction to forward-backward stochastic differential equations
Useful to practitioners in the fields of financial engineering and actuarial science as well as students
Details
ISBN/GTIN978-3-319-79038-1
ProduktartBook on Demand
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2018
Erscheinungsdatum25.05.2018
Auflage1st ed. 2018
Seiten116 Seiten
SpracheEnglisch
Gewicht207 g
IllustrationenXI, 116 p.
Artikel-Nr.44490844
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