You are here

Stochastic Control of Hereditary Systems and Applications

Mou-Hsiung Chang
Publisher: 
Springer
Publication Date: 
2008
Number of Pages: 
404
Format: 
Hardcover
Series: 
Stochastic Modelling and Applied Probability 59
Price: 
79.95
ISBN: 
978-0-387-75805-3
Category: 
Monograph
We do not plan to review this book.

Preface.- Introduction and Summary.- Chapter 1. Stochastic Hereditary Differential Equations.- Chapter 2. Stochastic Calculus.- Chapter 3. Optimal Classical Control.- Chapter 4. Optimal Stopping.- Chapter 5. Discrete Approximations.- Chapter 6. Option Pricing.- Chapter 7. Hereditary Portfolio Optimization.- References.- List of Symbols.- Index.

Dummy View - NOT TO BE DELETED