Showing 1 - 10 of 22
models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming. Then …
Persistent link: https://www.econbiz.de/10012402101
Das Buch bietet eine integrierte Darstellung der deskriptiven Statistik, moderner Methoden der explorativen Datenanalyse und der induktiven Statistik, einschließlich der Regressions- und Varianzanalyse. Die Darstellung ist auf inhaltliche Motivation, Interpretation und Verständnis der Methoden...
Persistent link: https://www.econbiz.de/10013516876
Persistent link: https://www.econbiz.de/10013520401
Persistent link: https://www.econbiz.de/10013520573
Persistent link: https://www.econbiz.de/10013520740
Valuing portfolios of options embedded in investment decisions is arguably one of the most important and challenging problems in real options and corporate ?nance in general. Although the problem is common and vitally important in the value creation process of almost any corporation, it has not...
Persistent link: https://www.econbiz.de/10013520926
-) infinite programming problems; network formation, costs and potential games; potentials and consistency in transferable utility …
Persistent link: https://www.econbiz.de/10013520932
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...
Persistent link: https://www.econbiz.de/10013520959
Persistent link: https://www.econbiz.de/10013521061
is organized into three separate parts. Part I is a self-contained introduction to linear programming covering numerical … this edition is a chapter devoted to Conic Linear Programming, a powerful generalization of Linear Programming. Indeed … linear programming is an advanced topic, requiring special study. Other important and popular topics include (1) an …
Persistent link: https://www.econbiz.de/10012397757