A stochastic target approach for P&L matching problems
Year of publication: |
2012
|
---|---|
Authors: | Bouchard, Bruno ; Vu, Thanh Nam |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 37.2012, 3, p. 526-558
|
Subject: | Theorie | Theory | Matching | Stochastischer Prozess | Stochastic process |
-
Matching as a stochastic process
Bolle, Friedel, (2016)
-
Julien, Benoît, (2008)
-
Rationalizable foresight dynamics
Matsui, Akihiko, (2006)
- More ...
-
Contrôle stochastique appliqué à la finance
Vu, Thanh Nam, (2011)
-
Impact of crude oil price volatility on Southeast Asian stock returns
Thanh Nam Vu, (2019)
-
Impact of crude oil price volatility on Southeast Asian stock returns
Thanh Nam Vu, (2019)
- More ...