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Applications of Stochastic Optimal Control to Economics and Finance
| Applications of Stochastic Optimal Control to Economics and Finance |
| Autore | Federico Salvatore |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (210 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
American call option
American options asymptotic arbitrage Bayesian learning binomial tree complete market debt crisis decision analysis derivatives pricing energy imbalance market excess-of-loss reinsurance free boundary problem general diffusion geometric Brownian motion government debt management government debt ratio Hamilton-Jacobi-Bellman equation insurance least square method Markov additive processes Markov regime switching market Markovian jump securities Markowitz problem martingale multiple optimal stopping optimal government debt ceiling optimal portfolio optimal reinsurance optimal stopping portfolio selection quadrinomial tree real option analysis risk management stochastic control stochastic factor model stochastic interest rates unemployment utility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557761803321 |
Federico Salvatore
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Solution Models based on Symmetric and Asymmetric Information
| Solution Models based on Symmetric and Asymmetric Information |
| Autore | Antuchevi?ien? Jurgita |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (202 p.) |
| Soggetto topico | History of engineering and technology |
| Soggetto non controllato |
2-tuple linguistic neutrosophic numbers set (2TLNNSs)
backward cloud transformation Bayes' theorem Bonferroni mean (BM) operator capital injection combining the weights control system criteria weight assessment criteria weights data envelopment analysis data logger dual generalized Bonferroni mean (DGBM) operator dual generalized geometric Bonferroni mean (DGGBM) operator economic decisions engineering problems evaluating the quality of distant courses excess-of-loss reinsurance FAHP full fuzzy environment fuzzy efficiency fuzzy sets generalized Bonferroni mean (GBM) operator green supplier selection green supply chain management group decision-making hybrid MCDM hybrid problem solution models IDOCRIW information theory interval type-2 fuzzy set (IT2FS) logistics MCDM MCGDM measurement multi-criteria decision-making (MCDM) multiple attribute decision making (MADM) multiple-criteria decision-making (MCDM) neutrosophic numbers nonlinear dynamics normal cloud optimal dividend oscillations pattern formation performance population sizes probabilistic systems analysis public management Pythagorean fuzzy set quadcopter resources distribution rough ARAS rough sets salvage value sensor stability Step-wise Weight Assessment Ratio Analysis (SWARA) subjective weights symmetry of the method the criteria of the weights thrust transaction cost transport Z-numbers |
| ISBN | 3-03921-007-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346836403321 |
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Antuchevi?ien? Jurgita
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||
| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||