A Stochastic Target Approach for P&L Matching Problems
| Year of publication: |
2012
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|---|---|
| Authors: | Bouchard, Bruno ; Nam Vu, Thanh |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 37.2012, 3 (23.6.), p. 526-559
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