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Variational Inequalities in Management Science and Finance (Record no. 65885)

MARC details
000 -LEADER
fixed length control field 03972nam a22006255i 4500
001 - CONTROL NUMBER
control field 978-3-031-74119-7
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251030114630.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 241220s2024 sz | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783031741197
-- 978-3-031-74119-7
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-031-74119-7
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number T57.6-.97
072 #7 - SUBJECT CATEGORY CODE
Subject category code KJT
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code KJMD
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS049000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code KJT
Source thema
072 #7 - SUBJECT CATEGORY CODE
Subject category code KJMD
Source thema
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Tsekrekos, Andrianos E.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
9 (RLIN) 89252
245 10 - TITLE STATEMENT
Title Variational Inequalities in Management Science and Finance
Medium [electronic resource] :
Remainder of title Modelling, Analysis, Numerics and Applications /
Statement of responsibility, etc. by Andrianos E. Tsekrekos, Athanasios N. Yannacopoulos.
250 ## - EDITION STATEMENT
Edition statement 1st ed. 2024.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cham :
Name of producer, publisher, distributor, manufacturer Springer Nature Switzerland :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2024.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 179 p. 6 illus., 4 illus. in color.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement EURO Advanced Tutorials on Operational Research,
International Standard Serial Number 2364-6888
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Modelling -- Analysis -- Numerics -- Applications.
520 ## - SUMMARY, ETC.
Summary, etc. This book provides a rigorous introduction to the theory, computation, and applications of variational inequalities (VIs), with a focus on applications in management science and finance. It aims to bridge the gap between the abstract mathematical treatments of the subject and simplistic, non-rigorous approaches often used in financial economics or managerial literature. Building on fundamental examples of concrete applications drawn from management science and finance, the book gradually develops the connection between optimal stopping problems and variational inequalities. It provides precise results on their derivation, solution properties, and their use to derive optimal policies in general frameworks of stochastic factors driving the state processes. Emphasis is also placed on the numerical treatment and approximation of VIs. All technical results are illustrated in detail for the characteristic problems presented at the beginning as motivating examples. It also offers a brief introduction to more advanced topics, including VIs for multi-scale problems and VIs related to optimal stopping problems under model uncertainty. This book will be of interest to graduate students and researchers who wish for a quick, yet thorough introduction to the field. Practitioners who want to familiarise themselves with applications of VIs in management science and finance will also find this book useful.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 57943
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 57941
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
General subdivision Mathematics.
9 (RLIN) 69736
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 65522
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 76770
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 67143
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 65527
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 69739
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 65528
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element
9 (RLIN) 76770
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Yannacopoulos, Athanasios N.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
9 (RLIN) 89253
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer Nature eBook
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783031741180
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783031741203
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783031741210
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title EURO Advanced Tutorials on Operational Research,
International Standard Serial Number 2364-6888
9 (RLIN) 89254
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1007/978-3-031-74119-7">https://doi.org/10.1007/978-3-031-74119-7</a>
912 ## -
-- ZDB-2-BUM
912 ## -
-- ZDB-2-SXBM

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