A stochastic target approach for P&L matching problems
Bruno Bouchard; Thanh Nam Vu
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009612948