Book Volume 95 2005

Optimal Control Models in Finance

A New Computational Approach

Authors:

ISBN: 978-0-387-23569-1 (Print) 978-0-387-23570-7 (Online)

Table of contents (6 chapters)

  1. Front Matter

    Pages i-xviii

  2. No Access

    Chapter

    Pages 1-20

    Optimal Control Models in Finance

  3. No Access

    Chapter

    Pages 21-37

    The STV Approach to Financial Optimal Control Models

  4. No Access

    Chapter

    Pages 39-89

    A Financial Oscillator Model

  5. No Access

    Chapter

    Pages 91-108

    An Optimal Corporate Financing Model

  6. No Access

    Chapter

    Pages 109-139

    Further Computational Experiments and Results

  7. No Access

    Chapter

    Pages 141-143

    Conclusion

  8. Back Matter

    Pages 145-201