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Paperback Optimal Control Models in Finance: A New Computational Approach Book

ISBN: 1461498554

ISBN13: 9781461498551

Optimal Control Models in Finance: A New Computational Approach

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Format: Paperback

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Book Overview

This book reports initial efforts in providing some useful extensions in - nancial modeling; further work is necessary to complete the research agenda. The demonstrated extensions in this book in the computation and modeling of optimal control in finance have shown the need and potential for further areas of study in financial modeling. Potentials are in both the mathematical structure and computational aspects of dynamic optimization. There are needs...

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