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On Stochastic Optimization Problems and an Application in Finance - BestMasters 2019 edition
Josef Anton Strini
On Stochastic Optimization Problems and an Application in Finance - BestMasters 2019 edition
Josef Anton Strini
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made.
106 pages, 4 Tables, color; 1 Illustrations, black and white; IX, 106 p. 1 illus.
| Media | Books Paperback Book (Book with soft cover and glued back) | 
| Released | March 19, 2019 | 
| ISBN13 | 9783658256906 | 
| Publishers | Springer Fachmedien Wiesbaden | 
| Pages | 106 | 
| Dimensions | 150 × 220 × 10 mm · 454 g | 
| Language | German | 
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