Stochastic control problems, viscosity solutions and application to finance

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Note (General)：: At head of title: Scuola normale superiore"These notes have been prepared for the Special Research Semester on Financial Markets, which was held in Pi...

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Material Type: 図書
ISBN: 887642136X
Title: Stochastic control problems, viscosity solutions and application to finance
Author/Editor: Nizar Touzi
Author Heading: Touzi, Nizar
Scuola normale superiore (Italy)
https://ci.nii.ac.jp/author/DA01709079
Publication, Distribution, etc.: [Scuola normale superiore di Pisa]
Publication Date: 2004
Publication Date (W3CDTF): 2004
Size: 24 cm
Place of Publication (Country Code): it
Text Language Code: en
Target Audience: 一般
Note (General): At head of title: Scuola normale superiore
"These notes have been prepared for the Special Research Semester on Financial Markets, which was held in Pisa, Italy, from April 29 to July 15, 2002."
Related Material: Pubblicazioni della Classe di scienze
https://cir.nii.ac.jp/crid/1130282268637060992
Related Material (URI): https://ci.nii.ac.jp/ncid/BA70941448#entity
Periodical Title: Pubblicazioni della Classe di scienze
https://cir.nii.ac.jp/crid/1130282268637060992
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BA70941448 : BA70941448