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Optimal replication of random claims by ordinary integrals with applications in finance.

Nikolai Dokuchaev
Published in: SIAM Conf. on Control and its Applications (2013)
Keyphrases
  • optimal solution
  • peer to peer
  • optimal design
  • messy genetic algorithm
  • databases
  • machine learning
  • e learning
  • case study
  • dynamic programming
  • optimal control