Sách/BookAuthors: Federico, Salvatore [editor] | Ferrari, Giorgio [editor] | Regis, Luca [editor] (2020)
Includes bibliographical references and index.
Each model is rigorously mathematically funded and treated, and the numerical methods are employed to derive the optimal solution. The topics of the book's chapters range from optimal public debt management to optimal reinsurance, real options in energy markets, and optimal portfolio choice in partial and complete information settings. 
