Pham, H. (2009). Continuous-time stochastic control and optimization with financial applications. Springer.
Chicago Edition CitationPham, Huyen. Continuous-time Stochastic Control and Optimization with Financial Applications. New York: Springer, 2009.
MLA Edition CitationPham, Huyen. Continuous-time Stochastic Control and Optimization with Financial Applications. Springer, 2009.
Warning: These citations may not always be 100% accurate.