Optimal Control Models in Finance A New Computational Approach

Optimal Control Models in Finance A New Computational Approach / by Ping Chen, Sardar M. N. Islam.

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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Bibliographic Details
Main Authors: Chen, Ping (Author), Islam, Sardar M. N. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2005.
Edition:1st ed. 2005.
Series:Applied Optimization, 95
Springer eBook Collection.
Subjects:
Calculus of variations.
Mathematical optimization.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 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.

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