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On Stochastic Optimization Problems and an Application in Finance
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On Stochastic Optimization Problems and an Application in Finance

Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made.
Painos
2019 ed.
ISBN
9783658256906
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
19.3.2019
Kustantaja
Springer
Sivumäärä
106