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Journal of Industrial and Management Optimization (JIMO)
 

Dynamic optimization models in finance: Some extensions to the framework, models, and computation
Pages: 1129 - 1146, Issue 4, October 2014

doi:10.3934/jimo.2014.10.1129      Abstract        References        Full text (662.8K)           Related Articles

Bruce D. Craven - Department of Mathematics & Statistics, University of Melbourne, Victoria 3010, Australia (email)
Sardar M. N. Islam - Victoria University, P.O. Box 14428, Melbourne, Vic. 6001, Australia (email)

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