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Michel Vellekoop
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Futures Market
Optimal Solution
Dynamic Programming
Top Venues
SIAM J. Financial Math.
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Publications
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Michel Vellekoop
,
Marcellino Gaudenzi
Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices.
SIAM J. Financial Math.
13 (2) (2022)