Original language | English |
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Title of host publication | Markov Processes and Controlled Markov Chains |
Publisher | Kluwer |
Pages | 405-424 |
Number of pages | 20 |
ISBN (Print) | 9781402008030 |
Publication status | Published - 2002 |
Finite Horizon Portfolio Risk Models with Probability Criterion
Jerzy Filar, Yuanlie Lin, Ke Liu
Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review