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stochastic optimal control in finance
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目录:
1ExamplesandDynamicProgramming1
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