Introduction to stochastic programming and its applications to finance
Koray D. Simsek
| Year of publication: |
2008
|
|---|---|
| Authors: | Simsek, Koray D. |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 775-783
|
| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Dynamic programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765848