01294nam0-2200433-i-450-99000908788040332120090908150515.0978-3-540-89499-5000908788FED01000908788(Aleph)000908788FED0100090878820090908d2009----km-y0itay50------baengGBa---a---001yyContinuous-time stochastic control and optimization whit financial applicationsHuyên PhamBerlinSpringerc2009XVII, 232 p.24 cmStochastic modelling and applied probability61Controllo stocastico ottimaleFinanzaSoluzioni di viscositàApplicazioni dell'analisi stocasticaTeoria della probabilità e processi stocastici51921itaPham,Huyen320071ITUNINARICAUNIMARCBK990009087880403321C-39-(6123956MA1MA193E2091B2849L2560H3060-01Continuous-time stochastic control and optimization whit financial applications784101UNINA