| Original language | English |
|---|---|
| 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