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Carla Mereu
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Optimal Strategy
Monte Carlo
Hidden Markov Models
Expected Cost
Top Venues
SIAM J. Financial Math.
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Publications
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Christoph Belak
,
An Chen
,
Carla Mereu
,
Robert Stelzer
Optimal Investment with Time-Varying Stochastic Endowments.
SIAM J. Financial Math.
13 (3) (2022)