Stochastic optimization models in finance /

Optimization of stochastic models : the interface between simulation and optimization /
by: Pflug, George Ch., 1951-
Published: (1996)

The econometric modelling of financial time series /
by: Mills, Terence C.
Published: (1999)

Stochastic optimization : algorithms and applications /
Published: (2001)

Stochastic optimization methods /
by: Marti, Kurt, 1943-
Published: (2005)

Stochastic and global optimization /
Published: (2002)

Stochastic Analysis, Filtering, and Stochastic Optimization : A Commemorative Volume to Honor Mark H. A. Davis's Contributions /
Published: (2022)

Adaptive stochastic optimization techniques with applications /
by: Momoh, James A., 1950
Published: (2016)

Empirical estimates in stochastic optimization and identification /
by: Knopov, Pavel S. (Pavel Solomonovich)
Published: (2002)

Dynamic stochastic optimization /
Published: (2004)

Computational finance and its applications /
Published: (2004)

Stochastic optimal control : theory and application /
by: Stengel, Robert F.
Published: (1986)

Stochastic optimization techniques : numerical methods and technical applications /
Published: (2002)

Optimization of stochastic systems : topics in discrete-time dynamics /
by: Aoki, Masanao
Published: (1989)

Introduction to stochastic search and optimization : estimation, simulation, and control /
by: Spall, James C.
Published: (2003)

Introduction to stochastic search and optimization estimation, simulation, and control /
by: Spall, James C.
Published: (2003)

Stochastic adaptive search for global optimization /
by: Zabinsky, Zelda B.
Published: (2003)

Stochastic and global optimization /
Published: (2002)

Optimal control of piecewise continuous stochastic processes /
by: Huang, Hui
Published: (1989)

Stochastic optimization : numerical methods and technical applications : proceedings of a GAMM/IFIP-workshop held at the Federal Armed Forces University Munich, Neubiberg, FRG, May 29-31, 1990 /
Published: (1992)

Stochastic simulation optimization : an optimal computing budget allocation /
by: Chen, Chun-hung
Published: (2011)

Learning automata and stochastic optimization /
by: Poznyak, Alexander S.
Published: (1997)

A stochastic maximum principle for optimal control of diffusions /
by: Haussmann, U. G.
Published: (1986)

Stochastic optimization : proceedings of the international conference, Kiev, 1984 /
Published: (1986)

Optimal control and stochastic estimation : theory and applications /
by: Grimble, Michael J.
Published: (1988)

Multistage Stochastic optimization /
by: Pflug, Georg Ch., 1951-, et al.
Published: (2014)

Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming /
by: Carpentier, Pierre, et al.
Published: (2015)

Computational finance 1999 /
Published: (2000)

Global optimization /
by: Törn, Aimo
Published: (1989)

Descent directions and efficient solutions in discretely distributed stochastic programs /
by: Marti, Kurt, 1943-
Published: (1988)

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /
by: Rachev, S. T. (Svetlozar Todorov)
Published: (2008)

Stochastic processes : estimation, optimization, & analysis /
Published: (2004)

Stochastic programming : numerical techniques and engineering applications : proceedings of the 2nd GAMM/IFIP-Workshop on "Stochastic Optimization: Numerical Methods and Technical Applications", held at the Federal Armed Forces University Munich, Neubiberg/München, Germany, June 15-17, 1993 /
Published: (1995)

Adaptive stochastic optimization techniques with applications /
by: Momoh, James A., 1950-
Published: (2016)

Numerical methods in finance /
Published: (1997)

Numerical techniques in finance /
by: Benninga, Simon
Published: (1989)

Optimal estimation : with an introduction to stochastic control theory /
by: Lewis, Frank L.
Published: (1986)