Applications of Stochastic Optimal Control to Economics and Finance (Record no. 20735)

MARC details
000 -LEADER
fixed length control field 01193nam a2200121Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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245 #0 - TITLE STATEMENT
Title Applications of Stochastic Optimal Control to Economics and Finance
546 ## - LANGUAGE NOTE
Language note English[eng]
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element debt crisis||government debt management||optimal government debt ceiling||government debt ratio||stochastic control||decision analysis||risk management||Bayesian learning||Markowitz problem||optimal portfolio||portfolio selection||Markov additive processes||Markov regime switching market||Markovian jump securities||asymptotic arbitrage||complete market||multiple optimal stopping||general diffusion||real option analysis||energy imbalance market||optimal reinsurance||excess-of-loss reinsurance||Hamilton-Jacobi-Bellman equation||stochastic factor model||American options||least square method||derivatives pricing||binomial tree||stochastic interest rates||quadrinomial tree||insurance||unemployment||optimal stopping||geometric Brownian motion||martingale||free boundary problem||American call option||utility
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Federico, Salvatore||Ferrari, Giorgio||Regis, Luca
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://mdpi.com/books/pdfview/book/2421">https://mdpi.com/books/pdfview/book/2421</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-Books
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        Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre 16/06/2022   16/06/2022 16/06/2022 E-Books