Problems of Mathematical Finance by Stochastic Control Methods
نویسنده
چکیده
The purpose of the talk is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. From one hand side stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades.
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