Stochastic control

Robert J. Elliott, Tak Kuen Siu

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary/reference book

Original languageEnglish
Title of host publicationEncyclopedia of quantitative finance
EditorsRama Cont
Place of PublicationChichester, West Sussex, England ; Hoboken, NJ
PublisherJohn Wiley & Sons
Number of pages8
ISBN (Print)9780470057568
Publication statusPublished - 2010

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