Work

Dynamic Portfolio Replication Using Stochastic Programming

Year: 2002

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9780511615337.005

Authors: M.A.H. Dempster, G.W.P. Thompson

Institution: University of Cambridge

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1564366685

FWCI: 5.032

Cites:

Cited by: 26

Related to: 10