Estimating parameters in a pricing model with state-dependent shocks

Leonard MacLean, Yonggan Zhao, Giorgio Consigli, William Ziemba

科研成果: 图书/报告稿件的类型章节

源语言英语
主期刊名Springer Optimization and Its Applications
出版商Springer International Publishing
231-244
页数14
DOI
出版状态已出版 - 2008

出版系列

姓名Springer Optimization and Its Applications
18
ISSN(印刷版)1931-6828
ISSN(电子版)1931-6836

!!!ASJC Scopus Subject Areas

  • 控制和优化

引用此