Optimal Control Models in Finance A New Computational Approach /
The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and the economy are important for efficient allocation of resources in the economy. Optimal control methods have useful applications t...
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| Auteurs principaux: | , |
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| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | English |
| Publié: |
New York, NY :
Springer US : Imprint: Springer,
2005.
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| Édition: | 1st ed. 2005. |
| Collection: | Applied Optimization,
95 |
| Sujets: | |
| Accès en ligne: | https://doi.org/10.1007/b101888 |
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Table des matières:
- Optimal Control Models in Finance
- The STV Approach to Financial Optimal Control Models
- A Financial Oscillator Model
- An Optimal Corporate Financing Model
- Further Computational Experiments and Results
- Conclusion.