| 书目名称 | On Stochastic Optimization Problems and an Application in Finance |
| 编辑 | Josef Anton Strini |
| 视频video | http://file.papertrans.cn/702/701081/701081.mp4 |
| 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 |
|Archiver|手机版|小黑屋|
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