Publication

2004-11-19 - Springer

Language

English

Word Count

50,250 words, Guess

Page Count

201 pages

Identifiers

and 5 more
  • Goodreads1772361
  • Library of Congress Control Number2005042488
  • OCLC Control Number57475906
  • Better World Books9780387235691
  • Open LibraryOL7444555M

Classifications

  • LCCHG106 .C487 2005
  • LCCQA402.5-402.6

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]).

Subjects

Other Editions

  • Optimal Control Models in Finance: A New Computational Approach (Applied Optimization)Springer2004-11-19

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