Work

Stochastic optimization under constraints

Year: 2001

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/s0304-4149(00)00089-2

Authors: Mohammed Mnif, Huyên Pham

Institutions: Centre National de la Recherche Scientifique, Laboratoire de Probabilités et Modèles Aléatoires, Centre de Recherche en Économie et Statistique

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2074284698

FWCI: 3.407

Cites: 27

Cited by: 35

Related to: 10