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

MAA Review
Table of Contents

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.

Tags:

Stochastic Processes