Comonotonic approximation to periodic investment problems under stochastic drift

Liang Xu, Chunyan Gao, Gang Kou, Qinjun Liu. Comonotonic approximation to periodic investment problems under stochastic drift. European Journal of Operational Research, 262(1):251-261, 2017. [doi]

Authors

Liang Xu

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Chunyan Gao

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Gang Kou

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Qinjun Liu

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