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Minimizing the Probability of Ruin in Exchange Rate Markets

Palavra-chave:

optimal investment, stochastic calculus, and Stochastic Optimal Control

O Criador:

Chase, Tyler A.

Advisor:

Sayit, Hasanjan

Editor:

Worcester Polytechnic Institute

Data Criada:

2009-04-30

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences