LIBROS DEL AUTOR: josef anton strini

1 resultados para LIBROS DEL AUTOR: josef anton strini

josef anton strini Eliminar filtro Quitar filtros
  • On Stochastic Optimization Problems and an Application in Finance
    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. Additionally, using the dynamic programming approach, he extends the present discourse by the formal derivation of the Hamilton-Jacobi-Bellman...
    Disponible

    68,07 €