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Minimizing the Probability of Ruin in Exchange Rate Markets

关键词:

optimal investment, stochastic calculus, and Stochastic Optimal Control

创造者:

Chase, Tyler A.

Advisor:

Sayit, Hasanjan

出版者:

Worcester Polytechnic Institute

创建日期:

2009-04-30

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences