Stochastic optimization models in finance

Author(s)

• Ziemba, W. T.
• Vickson, R. G

Bibliographic Information

Stochastic optimization models in finance

editors, William T. Ziemba, Raymond G. Vickson

World Scientific, c2006

2006 ed

Note

Originally published: New York : Academic Press, 1975, in series: Economic theory and mathematical economics

Includes bibliographical references (p. 701-714) and index

Details

• NCID: BA78675268
• ISBN:
  • 981256800X
• LCCN: 2006042611
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hackensack, N.J.
• Pages/Volumes: xxxv, 719 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
  • DC22 : 332.01/51922
• Subject Headings:
  • LCSH : Finance
  • LCSH : Mathematical optimization
  • LCSH : Stochastic processes