Optimal portfolios : stochastic models for optimal investment and risk management in continuous time
by: Korn, Ralf
Published: (1997)
Optimizing optimization : the next generation of optimization applications and theory
| Other Authors: | Satchell, S. |
|---|---|
| Language: | English |
| Published: |
Boston:
Academic Press,
2010.
|
| Series: |
Quantitative finance series
|
| Subjects: |