Chen, Ping.

Optimal Control Models in Finance A New Computational Approach / [electronic resource] : by Ping Chen, Sardar M. N. Islam. - Boston, MA : Springer Science+Business Media, Inc., 2005. - xviii, 201 p. : ill., digital ; 25 cm. - Applied Optimization, 95 1384-6485 ; .

9780387235707 (electronic bk.) 9780387235691 (paper)


Finance--Mathematical models.
Mathematical optimization.
Mathematics.
Optimization.
Calculus of Variations and Optimal Control.
Optimization.

HG106 / .C487 2005

332.015195