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"A Stochastic Target Approach for P&L Matching Problems."

Bruno Bouchard, Thanh Nam Vu (2012)

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DOI: 10.1287/MOOR.1120.0549

access: closed

type: Journal Article

metadata version: 2017-05-28

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  - https://dblp.org/rec/journals/mor/BouchardV12
Bruno Bouchard, Thanh Nam Vu:
A Stochastic Target Approach for P&L Matching Problems. Math. Oper. Res. 37(3): 526-558 (2012)

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