Optimization methods in portfolio management and option hedging

Huyen Pham 1
1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires
Document type :
Lectures
Complete list of metadatas

Cited literature [14 references]  Display  Hide  Download
https://cel.archives-ouvertes.fr/cel-00392212
Contributor : Cimpa Cimpa <>
Submitted on : Friday, June 5, 2009 - 5:02:47 PM
Last modification on : Tuesday, May 14, 2019 - 11:04:42 AM
Long-term archiving on : Monday, October 15, 2012 - 11:56:16 AM

File

Pham_Hanoi.pdf

Identifiers

  • HAL Id : cel-00392212, version 1

Collections

CIMPA | INSMI | UPMC | PMA | SORBONNE-UNIVERSITE | UNIV-PARIS7 | USPC | SU-SCIENCES

Citation

Huyen Pham. Optimization methods in portfolio management and option hedging. 3rd cycle. Hanoi (Vietnam), 2007, pp.27. ⟨cel-00392212⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

418

Files downloads

5075

Contact

support.ccsd.cnrs.fr
hal.support@ccsd.cnrs.fr
Logo CCSD