Index Catalog // Hyrax

Cancellare i filtri

Filtro per: Parola chiave stochastic calculus

Minimizing the Probability of Ruin in Exchange Rate Markets

Parola chiave:

optimal investment, stochastic calculus, and Stochastic Optimal Control

Creatore:

Chase, Tyler A.

Advisor:

Sayit, Hasanjan

Editore:

Worcester Polytechnic Institute

data di creazione:

2009-04-30

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences