Stochastic optimization methods in finance and energy : new financial products and energy market strategies
Year of publication: |
2011
|
---|---|
Other Persons: | Bertocchi, Marida (contributor) |
Publisher: |
New York [u.a.] : Springer |
Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Finanzsektor | Financial sector | Energiewirtschaft | Energy sector | Theorie | Theory | Wirtschaftsmathematik | Portfoliomanagement | Stochastische Optimierung |
Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [loc.gov] ; Description [zbmath.org] |
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Bertocchi, Marida, (2011)
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Continuous-time stochastic control and optimization with financial applications
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Introduction to Stochastic Programming
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