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Recent advances in financial engineering 2009 : proceedings of the KIER-TMU International Workshop on Financial Engineering 2009
Kijima, Masaaki (contributor) - 2010
Persistent link: https://www.econbiz.de/10003981989
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On the greedy algorithm for stochastic optimization problems
Kijima, Masaaki - In: Stochastic modelling in innovative manufacturing : …, (pp. 19-29). 1997
Persistent link: https://www.econbiz.de/10001319857
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Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering
Hara, Chiaki - 2010
Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...
Persistent link: https://www.econbiz.de/10012689623