Stochastic optimization models in finance / W. T. Ziemba, R. G. Vickson. - New York : Academic Press, c1975. - xi, 718 p. : ill. ; 22 cm. - Economic theory and mathematical economics .

Includes index.

Bibliography: p. 701-714.

0127808507


Finance.
Mathematical optimization.
Stochastic processes.

332.0184 / STO 1975