APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING

Ph.D

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Bibliographic Details
Main Author:	YANG CHEN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2017
Subjects:	Capital gains tax, Dual-purpose funds, Nonlocal problems, Optimal control, Optimal tax timing, Stochastic representation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/134578
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-1345782019-04-11T13:25:48Z APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING YANG CHEN MATHEMATICS STEVEN KOU DAI MIN Capital gains tax, Dual-purpose funds, Nonlocal problems, Optimal control, Optimal tax timing, Stochastic representation Ph.D DOCTOR OF PHILOSOPHY 2017-01-17T18:00:16Z 2017-01-17T18:00:16Z 2016-08-18 Thesis YANG CHEN (2016-08-18). APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/134578 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Capital gains tax, Dual-purpose funds, Nonlocal problems, Optimal control, Optimal tax timing, Stochastic representation
spellingShingle	Capital gains tax, Dual-purpose funds, Nonlocal problems, Optimal control, Optimal tax timing, Stochastic representation YANG CHEN APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS YANG CHEN
format	Theses and Dissertations
author	YANG CHEN
author_sort	YANG CHEN
title	APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
title_short	APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
title_full	APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
title_fullStr	APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
title_full_unstemmed	APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
title_sort	applications of optimal control and stochastic representation in financial modeling
publishDate	2017
url	http://scholarbank.nus.edu.sg/handle/10635/134578
_version_	1681097671443480576

APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING

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