Posted by **roxul** at Dec. 3, 2014

English | ISBN: 1849195455 | 2013 | PDF | 200 pages | 13 MB

Posted by **nebulae** at June 23, 2013

English | ISBN: 1849195455 | 2013 | PDF | 200 pages | 13 MB

Posted by **AvaxGenius** at May 17, 2018

English | PDF,EPUB | 2018 | 124 Pages | ISBN : 3319790382 | 4.08 MB

This 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. Lots of interesting phenomena arising from the area of mathematical finance can be described by FBSDEs. Optimal control problems of FBSDEs are theoretically important and practically relevant. A standard assumption in the literature is that the stochastic noises in the model are completely observed. However, this is rarely the case in real world situations. The optimal control problems under complete information are studied extensively. Nevertheless, very little is known about these problems when the information is not complete. The aim of this book is to fill this gap.

Posted by **step778** at Feb. 14, 2018

2004 | pages: 396 | ISBN: 0521653851 | PDF | 6,6 mb

Posted by **AvaxGenius** at Aug. 10, 2017

English | PDF | 2017 | 304 Pages | ISBN : 3319631896 | 4.22 MB

This book removes the mystery and pressure from calculations by equipping readers with the tools they need to understand calculations and how they work. This is done by using straight-forward language and showing fully worked out, rig-based examples throughout. The book comprises of mini lessons which are never more than two pages long and a complete lesson is always in view when the book is open in front of you.

Posted by **step778** at April 18, 2016

2007 | pages: 547 | ISBN: 0849390087 | PDF | 3 mb

Posted by **interes** at Sept. 22, 2015

English | 2009 | ISBN: 3540927220 | 536 pages | PDF | 22,6 MB

Posted by **interes** at Nov. 20, 2014

English | 2007 | ISBN: 0849390087 | 552 pages | PDF | 5,4 MB

Posted by **JohnZulzman** at Sept. 20, 2014

Birkhäuser; 2011 edition | ISBN: 0817680977 | 232 pages | PDF | October 28, 2010 | English | 3.27 Mb

Posted by **Veslefrikk** at Aug. 22, 2013

Springer | 2009 | ISBN: 3540927220 | 536 pages | PDF | 21,5 MB