<--- Back to Details
First PageDocument Content
Statistics / Economics / Stochastic processes / Black–Scholes / Equations / Stock market / Binomial options pricing model / Normal distribution / Optimal control / Financial economics / Mathematical finance / Options
Date: 2011-10-27 23:47:44
Statistics
Economics
Stochastic processes
Black–Scholes
Equations
Stock market
Binomial options pricing model
Normal distribution
Optimal control
Financial economics
Mathematical finance
Options

Add to Reading List

Source URL: brage.bibsys.no

Download Document from Source Website

File Size: 292,55 KB

Share Document on Facebook

Similar Documents

Logic / 120-cell / Linear temporal logic / Substitution / Markov decision process / Symbol / Theoretical computer science / Mathematical logic

Specification Revision for Markov Decision Processes with Optimal Trade-off M. Lahijanian and M. Kwiatkowska Abstract— Optimal control policy synthesis for probabilistic systems from high-level specifications is increa

DocID: 1xVDa - View Document

EXAM IN OPTIMAL CONTROL ROOM: U14, U15 TIME: January 13, 2018, 8–12 COURSE: TSRT08, Optimal Control PROVKOD: TEN1

DocID: 1vnSN - View Document

610 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 58, NO. 3, MARCH 2013 Reaching an Optimal Consensus: Dynamical Systems That Compute Intersections of Convex Sets

DocID: 1vjwF - View Document

MarchRevised MayReport LIDS-P-3506 Stable Optimal Control and Semicontractive Dynamic Programming

DocID: 1vhRF - View Document

TSRT08: Optimal Control Solutionsa) The Hamiltonian is given by H(t, x, u, λ) = x + u2 + λ(x + u + 1). Pointwise minimization yields

DocID: 1vhuL - View Document