| . |
Tourin, Agnes's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
477 |
Total
Citations
0 |
|
|
|
|
|
1.
|
|
|
Yan, Raphael affiliation not provided to SSRN Tourin, Agnes NYU Poly- Department of Finance and Risk Engineering
|
|
385
(35,722)
|
|
|
| |
|
| |
Optimal Stochastic Control, Pairs trading, Co-integration, Hamilton-Jacobi-Bellman equation
|
|
|
2.
|
|
|
Tourin, Agnes NYU Poly- Department of Finance and Risk Engineering Astic, Fabian affiliation not provided to SSRN
|
|
92
(143,134)
|
|
|
| |
|
| |
Credit risk, secured loans, illiquid asset, optimal stochastic control, HJB equation
|
|
Records 1 -
2
of 2 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo7 in 0.078 seconds
|