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

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

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

Synopsis

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.

$154.58

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 219
Publisher: Springer
Published: 14 Feb 2005

ISBN 10: 0387235698
ISBN 13: 9780387235691