Mathematical Control Theory and Finance
Editor
- Andrey Sarychev(University of Florence, DiMaD)Albert Shiryaev(Steklov Mathematical Institute of the Russian Academy of Sciences)Manuel Guerra(ISEG-TU Lisbon)Maria do Rosário Grossinho(ISEG-TU Lisbon)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), 2008. "Mathematical Control Theory and Finance," Springer Books, Springer, number 978-3-540-69532-5, March.
Handle: RePEc:spr:sprbok:978-3-540-69532-5
DOI: 10.1007/978-3-540-69532-5Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a for a similarly titled item that would be available.Book Chapters
The following chapters of this book are listed in IDEAS- Andrei A. Agrachev & Francesca C. Chittaro, 2008. "Extremals Flows and Infinite Horizon Optimization," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 1-13, Springer.
- Ghada Alobaidi & Roland Mallier, 2008. "Laplace Transforms and the American Call Option," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 15-27, Springer.
- Ole E. Barndorff-Nielsen & Jürgen Schmiegel, 2008. "Time Change, Volatility, and Turbulence," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 29-53, Springer.
- Zbigniew Bartosiewicz & Ewa Pawłuszewicz, 2008. "External Dynamical Equivalence of Analytic Control Systems," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 55-69, Springer.
- Ljudmila A. Bordag, 2008. "On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 71-94, Springer.
- Jacques du Toit & Goran Peskir, 2008. "Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 95-112, Springer.
- Paul Emms, 2008. "A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 113-136, Springer.
- Eugene A. Feinberg, 2008. "Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 137-148, Springer.
- Rui A. C. Ferreira & Delfim F. M. Torres, 2008. "Higher-Order Calculus of Variations on Time Scales," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 149-159, Springer.
- Jean-Paul Gauthier & Fethi Smach & Cedric Lemaître & Johel Miteran, 2008. "Finding Invariants of Group Actions on Function Spaces, a General Methodology from Non-Abelian Harmonic Analysis," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 161-186, Springer.
- Jean-Paul Gauthier & Vladimir Zakalyukin, 2008. "Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 187-210, Springer.
- Susanne Griebsch & Christoph Kühn & Uwe Wystup, 2008. "Instalment Options: A Closed-Form Solution and the Limiting Case," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 211-229, Springer.
- Manuel Guerra & Andrey Sarychev, 2008. "Existence and Lipschitzian Regularity for Relaxed Minimizers," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 231-250, Springer.
- Nino Kordzakhia & Alexander Novikov, 2008. "Pricing of Defaultable Securities under Stochastic Interest," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 251-263, Springer.
- Andrew Lyasoff, 2008. "Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 265-291, Springer.
- Francesco Menoncin, 2008. "An Approximate Solution for Optimal Portfolio in Incomplete Markets," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 293-310, Springer.
- Dorota Mozyrska & Zbigniew Bartosiewicz, 2008. "Carleman Linearization of Linearly Observable Polynomial Systems," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 311-323, Springer.
- Ewa Pawłuszewicz, 2008. "Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 325-335, Springer.
- Laura Poggiolini & Marco Spadini, 2008. "Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 337-357, Springer.
- Thorsten Schmidt, 2008. "Modelling Energy Markets with Extreme Spikes," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 359-375, Springer.
- Albert N. Shiryaev, 2008. "Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 377-386, Springer.
- Moulay Rchid Sidi Ammi & Delfim F. M. Torres, 2008. "Necessary Optimality Condition for a Discrete Dead Oil Isotherm Optimal Control Problem," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 387-395, Springer.
- Grigory Temnov, 2008. "Managing Operational Risk: Methodology and Prospects," Springer Books, in: Andrey Sarychev & Albert Shiryaev & Manuel Guerra & Maria do Rosário Grossinho (ed.), Mathematical Control Theory and Finance, pages 397-417, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprbok:978-3-540-69532-5. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/b/spr/sprbok/978-3-540-69532-5.html