1.

Record Nr.

UNICAMPANIASUN0115395

Titolo

Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors

Pubbl/distr/stampa

VIII, 360 p. ; 24 cm

Edizione

[Cham : Springer, 2016]

Descrizione fisica

Pubblicazione in formato elettronico

Soggetti

93E20 - Optimal stochastic control [MSC 2020]

60G07 - General theory of stochastic processes [MSC 2020]

49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020]

60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020]

35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020]

91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020]

91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020]

91G80 - Financial applications of other theories [MSC 2020]

91G10 - Portfolio theory [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia