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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 electronic resource (210 p.) |
| Soggetto topico | Economics, finance, business & management |
| Soggetto non controllato |
debt crisis
government debt management optimal government debt ceiling government debt ratio stochastic control decision analysis risk management Bayesian learning Markowitz problem optimal portfolio portfolio selection Markov additive processes Markov regime switching market Markovian jump securities asymptotic arbitrage complete market multiple optimal stopping general diffusion real option analysis energy imbalance market optimal reinsurance excess-of-loss reinsurance Hamilton-Jacobi-Bellman equation stochastic factor model American options least square method derivatives pricing binomial tree stochastic interest rates quadrinomial tree insurance unemployment optimal stopping geometric Brownian motion martingale free boundary problem American call option 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 electronic resource (202 p.) |
| Soggetto non controllato |
rough sets
interval type-2 fuzzy set (IT2FS) resources distribution the criteria of the weights public management Step-wise Weight Assessment Ratio Analysis (SWARA) multi-criteria decision-making (MCDM) symmetry of the method quadcopter transaction cost full fuzzy environment dual generalized geometric Bonferroni mean (DGGBM) operator data logger information theory control system salvage value nonlinear dynamics pattern formation oscillations stability Pythagorean fuzzy set FAHP fuzzy sets group decision-making generalized Bonferroni mean (GBM) operator probabilistic systems analysis economic decisions 2-tuple linguistic neutrosophic numbers set (2TLNNSs) evaluating the quality of distant courses subjective weights Z-numbers green supplier selection dual generalized Bonferroni mean (DGBM) operator normal cloud thrust sensor neutrosophic numbers MCDM Bayes’ theorem optimal dividend logistics measurement hybrid MCDM combining the weights data envelopment analysis criteria weights multiple attribute decision making (MADM) IDOCRIW excess-of-loss reinsurance fuzzy efficiency multiple-criteria decision-making (MCDM) MCGDM transport backward cloud transformation engineering problems rough ARAS capital injection performance Bonferroni mean (BM) operator green supply chain management population sizes hybrid problem solution models criteria weight assessment |
| 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 | ||
| ||