Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach

Journal of Mathematical Finance
doi 10.4236/jmf.2018.82019
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Scientific Research Publishing, Inc.

Related search

Nonlinear and Stochastic Numerical Methods and Their Applications

1994English

Applications of Pontryagin’s Maximum Principle to Economics

1969English

On Mean-Field Stochastic Maximum Principle for Near-Optimal Controls for Poisson Jump Diffusion With Applications

International Journal of Dynamics and Control
ControlSystems EngineeringMechanical EngineeringElectronic EngineeringCivilStructural EngineeringSimulationOptimizationElectricalModeling
2013English

Maximum Principle for Near-Optimality of Stochastic Delay Control Problem

Advances in Difference Equations
Applied MathematicsNumber TheoryAnalysisAlgebra
2017English

Numerical Methods--A Software Approach.

Mathematics of Computation
Computational MathematicsApplied MathematicsNumber TheoryAlgebra
1985English

Funding Rules and Actuarial Methods

OECD Working Papers on Insurance and Private Pensions
2006English

Maximum-Likelihood Methods in Wavefront Sensing: Stochastic Models and Likelihood Functions

Journal of the Optical Society of America A: Optics and Image Science, and Vision
Pattern RecognitionOpticsMolecular Physics,Computer VisionOpticalAtomicMagnetic MaterialsMedicineElectronic
2007English

Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games With Financial Applications

2016English

A Maximum Principle Approach to Risk Indifference Pricing With Partial Information

Journal of Applied Mathematics and Stochastic Analysis
2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy