Optimal financial decision making under uncertainty

• Other Authors: Consigli, Giorgio (Editor), Kuhn, Daniel, 1975- (Editor), Brandimarte, Paolo (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer, 2017.
• Series: International series in operations research & management science ; 245.
• Subjects: Macroeconomics.; Mathematical optimization.; Operations research.; Decision making > Mathematical models.; elektronické knihy; electronic books
• ISBN: 9783319416137; 9783319416113
• ISSN: 0884-8289 ;
• Physical Description: 1 online resource

The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly...