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Stephen Mellow
reviewed Stochastic control problems, viscosity solutions and application to finance (Publications of... on September 25, 2015
Stochastic control problems, viscosity solutions and application to finance
I had to read this for a designation I'm working on. The first three chapters were fundamental, the 4th chapter on cash flows I found super confusing and the final chapter on ratios wasn't bad. Considering the material it could have been worse but I did have to seek out supplemental material because I still don't feel that I have a solid grasp of the subject matter. I'm so glad I am done with this!
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