Rogers, L. C. G.
Optimal Investment
Table of contents
1. The Merton Problem
L. C. G. Rogers
2. Variations
L. C. G. Rogers
3. Numerical Solution
L. C. G. Rogers
4. How Well Does It Work?
L. C. G. Rogers
Keywords: Mathematics, Quantitative Finance, Finance/Investment/Banking, Numerical Analysis, Calculus of Variations and Optimal Control, Optimization, Probability Theory and Stochastic Processes
- Author(s)
- Rogers, L. C. G.
- Publisher
- Springer
- Publication year
- 2013
- Language
- en
- Edition
- 2013
- Series
- SpringerBriefs in Quantitative Finance
- Page amount
- 10 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783642352027
