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Optimal stochastic control schemes within a structural reliability framework

Optimal stochastic control schemes within a structural reliability framework
Paper図書
Bernt J. LeiraSpringerc2013
Other Libraries in Japan
  • Author HeadingTouzi, Nizar Tourin, Agnès

Optimal stochastic control, stochastic target problems, and backward SDE

Optimal stochastic control, stochastic target problems, and backward SDE
Paper図書
Nizar Touzi ; with chapter 13 by Agnès TourinFields Institute for Research in Mathematical Sciencesc2013
Other Libraries in Japan
  • Author HeadingTouzi, Nizar Tourin, Agnès

Optimal stochastic control, stochastic target problems, and backward SDE : softcover

Optimal stochastic control, stochastic target problems, and backward SDE : softcover
Paper図書
Nizar Touzi ; with chapter 13 by Agnès TourinFields Institute for Research in the Mathematical Sciencesc2013
Other Libraries in Japan
  • Author HeadingTouzi, Nizar Tourin, Agnès

Stochastic control problems, viscosity solutions and application to finance

Stochastic control problems, viscosity solutions and application to finance
Paper図書
Nizar Touzi[Scuola normale superiore di Pisa]2004
Other Libraries in Japan
  • Author HeadingTouzi, Nizar Scuola normale superiore (Ita...

Paris-Princeton lectures on mathematical finance 2003

Paris-Princeton lectures on mathematical finance 2003
Paper図書
Tomasz R. Bielecki ... [et al.] ; editorial committee, R.A. Carmona ... [et al.]Springerc2004
Other Libraries in Japan
  • Author Heading...var Jouini, E. Touzi, Nizar

Paris-Princeton lectures on mathematical finance 2002

Paris-Princeton lectures on mathematical finance 2002
Paper図書
Peter Bank ... [et al.] ; editorial committee, R.A. Carmona ... [et al.]Springerc2003
Other Libraries in Japan
  • Author Heading...G. Soner, Mete Touzi, Nizar Carmona, René Çinlar, E. Ekel...

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