Book Details
Format
Paperback / Softback
Book Series
BestMasters
ISBN-10
3658256907
ISBN-13
9783658256906
Edition
2019 ed.
Publisher
Springer Fachmedien Wiesbaden
Imprint
Springer Spektrum
Country of Manufacture
DE
Country of Publication
GB
Publication Date
Mar 19th, 2019
Print length
106 Pages
Product Classification:
FinanceProbability & statisticsStochastics
Ksh 8,100.00
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Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made.
Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic cash management model in finance, where decisions about the dividend and financing policies of a firm have to be made. Additionally, using the dynamic programming approach, he extends the present discourse by the formal derivation of the Hamilton-Jacobi-Bellman equation and by examining the verification step carefully. Finally, the treatment is completed by solving the problem numerically.
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