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~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~person:"Blueschke, Dmitri"
~person:"Muthuraman, Kumar"
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Search: subject_exact:"Optimal control problem"
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Blueschke, Dmitri
Muthuraman, Kumar
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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan
;
Blueschke, Dmitri
- In:
Computational economics
48
(
2016
)
2
,
pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
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Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
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