On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini
| On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini |
| Autore | Strini, Josef Anton |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2019 |
| Descrizione fisica | ix, 106 p. : ill. ; 24 cm |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93-XX - Systems theory; control [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 90C39 - Dynamic programming [MSC 2020] 91G50 - Corporate finance (dividends, real options, etc.) [MSC 2020] |
| Soggetto non controllato |
Actuarial mathematics
Applied probability Dividend Consumption Problem Mathematical Finance Stochastic optimal control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126615 |
Strini, Josef Anton
|
||
| Wiesbaden, : Springer spektrum, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini
| On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini |
| Autore | Strini, Josef Anton |
| Pubbl/distr/stampa | Wiesbaden, : Springer spektrum, 2019 |
| Descrizione fisica | ix, 106 p. : ill. ; 24 cm |
| Soggetto topico |
90C39 - Dynamic programming [MSC 2020]
91G50 - Corporate finance (dividends, real options, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Actuarial mathematics
Applied probability Dividend Consumption Problem Mathematical Finance Stochastic optimal control |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00126615 |
Strini, Josef Anton
|
||
| Wiesbaden, : Springer spektrum, 2019 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini
| On Stochastic Optimization Problems and an Application in Finance / Josef Anton Strini |
| Autore | Strini, Josef Anton |
| Edizione | [Wiesbaden : Springer spektrum, 2019] |
| Pubbl/distr/stampa | ix, 106 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
93-XX - Systems theory; control [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 90C39 - Dynamic programming [MSC 2020] 91G50 - Corporate finance (dividends, real options, etc.) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0126615 |
Strini, Josef Anton
|
||
| ix, 106 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||