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Filtering by: Keyword Stochastic Optimal Control Resource type Report

Minimizing the Probability of Ruin in Exchange Rate Markets

Keyword:

optimal investment, stochastic calculus, and Stochastic Optimal Control

Creator:

Chase, Tyler A.

Advisor:

Sayit, Hasanjan

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-04-30

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences