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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.
Opplag
2019 ed.
ISBN
9783658256906
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
19.3.2019
Forlag
Springer
Antall sider
106