Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem

Fei Cong*, Cornelis W. Oosterlee

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

8 Citations (Scopus)
40 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Accurate and Robust Numerical Methods for the Dynamic Portfolio Management Problem'. Together they form a unique fingerprint.

INIS

Economics, Econometrics and Finance

Mathematics

Computer Science