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"Convergence of the embedded mean-variance optimal points with discrete ..."

Duy-Minh Dang, Peter A. Forsyth, Yuying Li (2016)

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DOI: 10.1007/S00211-015-0723-8

access: closed

type: Journal Article

metadata version: 2023-10-24

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Duy-Minh Dang, Peter A. Forsyth, Yuying Li:
Convergence of the embedded mean-variance optimal points with discrete sampling. Numerische Mathematik 132(2): 271-302 (2016)

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