Wan-Yu Tsai
Original record- Institution
- Florida State University
- Year
- 2017
- Country
- United States
- MGP identifier
- 263301
Dissertation: Monte Carlo scheme for a singular control problem: investment-consumption under proportional transaction costs
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1
- Arash FahimSharif University of Technology and École Polytechnique · 2010
Students 0
No students recorded in this snapshot.