Portfolio optimization for piecewise concave criteria functions (The 8th Workshop on Stochastic Numerics)
スポンサーリンク
概要
著者
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Pham Huyen
Laboratoire De Probabilites Et Modeles Aleatoires Cnrs Umr 7599 Universite Paris 7
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Carassus Laurence
Laboratoire de Probabilites et Modeles Aleatoires, CNRS UMR 7599, Universite Paris 7
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Carassus Laurence
Laboratoire De Probabilites Et Modeles Aleatoires Cnrs Umr 7599 Universite Paris 7
関連論文
- Portfolio optimization for piecewise concave criteria functions (The 8th Workshop on Stochastic Numerics)
- Quantization Methods in Filtering and Applications to Partially Observed Stochastic Volatility Models(The 7th Workshop on Stochastic Numerics)