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Stochastic control of hereditary systems and applications

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Cover of 'Stochastic control of hereditary systems and applications'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction and Summary
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    Chapter 2 Stochastic Hereditary Differential Equations
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    Chapter 3 Stochastic Calculus
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    Chapter 4 Optimal Classical Control
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    Chapter 5 Optimal Stopping
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    Chapter 6 Discrete Approximations
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    Chapter 7 Option Pricing
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    Chapter 8 Hereditary Portfolio Optimization
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