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Mathematical Control Theory and Finance
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Extremals Flows and Infinite Horizon Optimization
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Chapter 2
Laplace Transforms and the American Call Option
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Chapter 3
Time Change, Volatility, and Turbulence
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Chapter 4
External Dynamical Equivalence of Analytic Control Systems
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Chapter 5
On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
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Chapter 6
Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift
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Chapter 7
A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies
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Chapter 8
Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints
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Chapter 9
Higher-Order Calculus of Variations on Time Scales
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Chapter 10
Finding Invariants of Group Actions on Function Spaces, a General Methodology from Non-Abelian Harmonic Analysis
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Chapter 11
Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity
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Chapter 12
Instalment Options: A Closed-Form Solution and the Limiting Case
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Chapter 13
Existence and Lipschitzian Regularity for Relaxed Minimizers
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Chapter 14
Pricing of Defaultable Securities under Stochastic Interest
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Chapter 15
Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)
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Chapter 16
An Approximate Solution for Optimal Portfolio in Incomplete Markets
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Chapter 17
Carleman Linearization of Linearly Observable Polynomial Systems
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Chapter 18
Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions
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Chapter 19
Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem
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Chapter 20
Modelling Energy Markets with Extreme Spikes
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Chapter 21
Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics
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Chapter 22
Necessary Optimality Condition for a Discrete Dead Oil Isotherm Optimal Control Problem
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Chapter 23
Managing Operational Risk: Methodology and Prospects
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Citations
dimensions_citation
13
Dimensions
Readers on
mendeley
37
Mendeley
Book overview
1. Extremals Flows and Infinite Horizon Optimization
2. Laplace Transforms and the American Call Option
3. Time Change, Volatility, and Turbulence
4. External Dynamical Equivalence of Analytic Control Systems
5. On Option-Valuation in Illiquid Markets: Invariant Solutions to a Nonlinear Model
6. Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift
7. A Stochastic Demand Model for Optimal Pricing of Non-Life Insurance Policies
8. Optimality of Deterministic Policies for Certain Stochastic Control Problems with Multiple Criteria and Constraints
9. Higher-Order Calculus of Variations on Time Scales
10. Finding Invariants of Group Actions on Function Spaces, a General Methodology from Non-Abelian Harmonic Analysis
11. Nonholonomic Interpolation for Kinematic Problems, Entropy and Complexity
12. Instalment Options: A Closed-Form Solution and the Limiting Case
13. Existence and Lipschitzian Regularity for Relaxed Minimizers
14. Pricing of Defaultable Securities under Stochastic Interest
15. Spline Cubatures for Expectations of Diffusion Processes and Optimal Stopping in Higher Dimensions (with Computational Finance in View)
16. An Approximate Solution for Optimal Portfolio in Incomplete Markets
17. Carleman Linearization of Linearly Observable Polynomial Systems
18. Observability of Nonlinear Control Systems on Time Scales - Sufficient Conditions
19. Sufficient Optimality Conditions for a Bang-bang Trajectory in a Bolza Problem
20. Modelling Energy Markets with Extreme Spikes
21. Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics
22. Necessary Optimality Condition for a Discrete Dead Oil Isotherm Optimal Control Problem
23. Managing Operational Risk: Methodology and Prospects
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Universität Köln
1
Area and Ethnic Studies