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Optimal Control of Conditional Value-at-Risk in Continuous Time. Miller, Yang arxiv.org/abs/1512.05015 #q-fin

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Uploaded on January 27, 2016

approximation_matlab-pdf-000001

Optimal Control of Conditional Value-at-Risk in Continuous Time. Miller, Yang arxiv.org/abs/1512.05015 #q-fin

18 views
0 faves
0 comments
Uploaded on January 27, 2016
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