Optimal Investment
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| Originally published | January 9, 2013 |
| Authors | Chris Rogers |
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| Date of Upd. | |
| ID | 2909283 |
About Optimal Investment
Readers of this book will learn how to solve a wide range of optimal investment problems arising in finance and economics. Starting from the fundamental Merton problem, many variants are presented and solved, often using numerical techniques that the book also covers. . . .