| 书目名称 | On Stochastic Optimization Problems and an Application in Finance | | 编辑 | Josef Anton Strini | | 视频video | | | 概述 | Publication in the field of mathematics | | 丛书名称 | BestMasters | | 图书封面 |  | | 描述 | 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 equation and by examining the verification step carefully. Finally, the treatment is completed by solving the problem numerically.. | | 出版日期 | Book 2019 | | 关键词 | Applied Probability; Mathematical Finance; Actuarial Mathematics; Stochastic Optimal Control; Dividend C | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-658-25691-3 | | isbn_softcover | 978-3-658-25690-6 | | isbn_ebook | 978-3-658-25691-3Series ISSN 2625-3577 Series E-ISSN 2625-3615 | | issn_series | 2625-3577 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Fachmedien Wies |
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发表于 2025-3-21 16:50:45
