On Stochastic Optimization Problems and an Application in Finance

On Stochastic Optimization Problems and an Application in Finance

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. Additionally, using the dynamic programming approach, he exten...

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Bibliographic Details
Main Author: Strini, Josef Anton (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Spektrum, 2019.
Edition:1st ed. 2019.
Series:BestMasters,
Subjects:
Probabilities.
Finance-Mathematics.
Finance.
Probability Theory and Stochastic Processes.
Financial Mathematics.
Finance, general.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

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