结果:找到“stoCHASTIC finance: an”相关内容289个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
stochastic optimal control in finance
4 个回复 - 2848 次查看
目录:
1Examples
andDynamicProgramming1
1.1OptimalControl..........................1
1.2Examples.............................2
1.2.1Deterministicminimaltimeproblem..........3
1.2.2MertonΓfisoptim ...
2010-4-1 18:14 - hnldcgh - 经济金融数学专区
Essentials of Stochastic Finance
2 个回复 - 2201 次查看
PDF document, quite clear
Essentials of Stochastic Fin
ance: Facts, Models, Theory
by Albert N. Shiryaev
and N. Kruzhilin
Series: Adv
anced Series on Statistical Science
and Applied Probability
H ...
2015-11-6 23:53 - SleepyTom - 金融工程(数量金融)与金融衍生品