Zhen Liu
Original record- Institution
- Northwestern University
- Year
- 2007
- Country
- United States
- MGP identifier
- 108800
Dissertation: Modeling and Numerical Solution of Portfolio Optimization Problems with Transaction Costs- An Option Pricing Approach
Mathematics Subject Classification: 90—Operations research, mathematical programming
Advisor 1
- John Roberts BirgeStanford University · 1981
Students 0
No students recorded in this snapshot.