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Stochastic Control of Hereditary Systems and Applications

Publisher: 
Springer
Number of Pages: 
404
Price: 
79.95
ISBN: 
978-0-387-75805-3
Date Received: 
Monday, February 11, 2008
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Mou-Hsiung Chang
Series: 
Stochastic Modelling and Applied Probability 59
Publication Date: 
2008
Format: 
Hardcover
Category: 
Monograph

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.

Publish Book: 
Modify Date: 
Monday, February 11, 2008

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