Original language | English (US) |
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Number of pages | 37 |
State | Published - 2014 |
DYNAMIC PROGRAMMING FOR STOCHASTIC TARGET PROBLEMS, VISCOSITY SOLUTIONS AND HEDGING IN MARKETS WITH PORTFOLIO CONSTRAINTS AND LARGE INVESTORS
Research output: Working paper
Research output: Working paper
Original language | English (US) |
---|---|
Number of pages | 37 |
State | Published - 2014 |