Mashael Algoulity, Bujar Gashi. Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients. In 9th International Conference on Control, Decision and Information Technologies, CoDIT 2023, Rome, Italy, July 3-6, 2023. pages 2241-2246, IEEE, 2023. [doi]
@inproceedings{AlgoulityG23a,
title = {Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients},
author = {Mashael Algoulity and Bujar Gashi},
year = {2023},
doi = {10.1109/CoDIT58514.2023.10284390},
url = {https://doi.org/10.1109/CoDIT58514.2023.10284390},
researchr = {https://researchr.org/publication/AlgoulityG23a},
cites = {0},
citedby = {0},
pages = {2241-2246},
booktitle = {9th International Conference on Control, Decision and Information Technologies, CoDIT 2023, Rome, Italy, July 3-6, 2023},
publisher = {IEEE},
isbn = {979-8-3503-1140-2},
}