Mathematical Control Theory and Finance
This book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection of original contributions by distinguished scholars, addressing a large spectrum of problems and techniques. Control theory provides a large set of theoretical and comput...
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| Главный автор: | |
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| Соавтор: | |
| Другие авторы: | , , |
| Формат: | Livre numérique |
| Язык: | Anglais |
| Опубликовано: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Редактирование: | 1st ed. 2008. |
| Предметы: | |
| Online-ссылка: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Примечание: |
L'impression du document génère 427 p. Autre contributeur : Maria do Rosário Grossinh (éditeur scientifique) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical Control Theory and Finance, Texte imprimé, 9783540865766 • Mathematical Control Theory and Finance, Texte imprimé, 9783642089084 • Mathematical control theory and finance, Andrey Sarychev, Albert Shiryaev, Manuel Guerra,... [et al.], editors, 2008, Berlin, Springer, 1 vol. (XIII-420 p.), 978-3-540-69531-8 |
Оглавление:
- Extremals Flows and Infinite Horizon Optimization Laplace Transforms and the American Call Option Time Change, Volatility, and Turbulence External Dynamical Equivalence of Analytic Control Systems On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints Higher-Order Calculus of Variations on Time Scales Finding Invariants of Group Actions on Function Spaces, a General Methodology from Non-Abelian Harmonic Analysis Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity Instalment Options: A Closed-Form Solution and the Limiting Case Existence and Lipschitzian Regularity for Relaxed Minimizers Pricing of Defaultable Securities under Stochastic Interest Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View) An Approximate Solution for Optimal Portfolio in Incomplete Markets Carleman Linearization of Linearly Observable Polynomial Systems Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem Modelling Energy Markets with Extreme Spikes Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics Necessary Optimality Condition for a Discrete Dead Oil Isotherm Optimal Control Problem Managing Operational Risk: Methodology and Prospects