"Comonotonic approximation to periodic investment problems under stochastic ..."

Liang Xu et al. (2017)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2017.04.010

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eor/XuGKL17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/XuGKL17
Liang Xu, Chunyan Gao, Gang Kou, Qinjun Liu:
Comonotonic approximation to periodic investment problems under stochastic drift. Eur. J. Oper. Res. 262(1): 251-261 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.