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

• Pubblicazione: Cham, : Springer, 2016
• Titolo uniforme: Stochastics of environmental and financial economics
• Descrizione fisica: VIII, 360 p. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Control and Optimization; Energy markets; Mathematical Finance; Partial differential equations; Stochastic Analysis; Weather
• Persona (resp. second.): Benth, Fred Espen; Di Nunno, Giulia
• Titolo autorizzato: Stochastics of environmental and financial economics
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0115395
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-23425-0
• Serie: Springer proceedings in mathematics & statistics Berlin [etc.] . -Springer ; 138