Optimal Control Models in Finance
Subtitle: A New Computational Approach (Applied Optimization)
Publisher: Springer
Published: November 19, 2004
Language: eng
Number of pages: 201
ISBN-13: 9780387235691
First sentence: Optimal control theory has been important in finance (Islam and Craven [38, 2002]; Taperio [81, 1998]; Ziemba and Vickson [89, 1975]; Senqupta and Fanchon [80, 1997]; Sethi and Thompson [79, 2000]; Campbell, Lo and MacKinlay [7, 1997]; Eatwell, Milgate and Neuman [25, 1989]).