Optimal Control Models in Finance: A New Computational Approach (Applied Optimization)

by SardarM.N.Islam (Author), PingChen (Author)

• New

  Hardcover
  2005

  $162.97

  This book reports initial efforts in providing some useful extensions in - nancial modeling; The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling.