Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/134578
Title: APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
Authors: YANG CHEN
Keywords: Capital gains tax, Dual-purpose funds, Nonlocal problems, Optimal control, Optimal tax timing, Stochastic representation
Issue Date: 18-Aug-2016
Source: YANG CHEN (2016-08-18). APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING. ScholarBank@NUS Repository.
URI: http://scholarbank.nus.edu.sg/handle/10635/134578
Appears in Collections:Ph.D Theses (Closed)

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

29
checked on Jan 14, 2018

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.