검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Numerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs Gaigi M, Vath VL, Mnif M, Toumi S Applied Mathematics and Optimization, 74(1), 163, 2016 |
| 2 |
OPTIMAL SWITCHING OVER MULTIPLE REGIMES Pham H, Vath VL, Zhou XY SIAM Journal on Control and Optimization, 48(4), 2217, 2009 |
| 3 |
Explicit solution to an optimal switching problem in the two-regime case Vath VL, Pham H SIAM Journal on Control and Optimization, 46(2), 395, 2007 |