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  2. DYNAMIC PROGRAMMING FOR STOCHASTIC TARGET PROBLEMS, VISCOSITY SOLUTIONS AND HEDGING IN MARKETS WITH PORTFOLIO CONSTRAINTS AND LARGE INVESTORS

DYNAMIC PROGRAMMING FOR STOCHASTIC TARGET PROBLEMS, VISCOSITY SOLUTIONS AND HEDGING IN MARKETS WITH PORTFOLIO CONSTRAINTS AND LARGE INVESTORS Documentos de trabajo

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autores

  • http://vivoweb.org/ontology/core#FacultyMember
    Rafael Antonio Serrano Perdomo

fecha de publicación

  • 2014-1-1

Información adicional de documento

Número de páginas

  • 37