Optimal Financial Decision Making under Uncertainty

• Corporate Author: SpringerLink (Online service)
• Other Authors: Consigli, Giorgio (Editor), Kuhn, Daniel (Editor), Brandimarte, Paolo (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
• Series: International Series in Operations Research & Management Science, 245
• Subjects: Business.; Operations research.; Decision making.; Mathematical optimization.; Macroeconomics.; Business and Management.; Operation Research/Decision Theory.; Macroeconomics/Monetary Economics//Financial Economics.; Optimization.

The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly...