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Optimal Control Models in Finance

- A New Computational Approach

Bag om Optimal Control Models in Finance

This book reports initial efforts in providing some useful extensions in - nancial modeling; The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387235691
  • Indbinding:
  • Hardback
  • Sideantal:
  • 201
  • Udgivet:
  • 19. november 2004
  • Udgave:
  • 2005
  • Størrelse:
  • 234x156x14 mm.
  • Vægt:
  • 1080 g.
  • 8-11 hverdage.
  • 10. december 2024

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This book reports initial efforts in providing some useful extensions in - nancial modeling; The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling.

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