The following pages link to Martin B. Haugh (Q453043):
Displaying 15 items.
- A unified approach to multiple stopping and duality (Q453044) (← links)
- A note on constant proportion trading strategies (Q635503) (← links)
- Erratum to ``A unified approach to multiple stopping and duality'' (Q1758293) (← links)
- (Q1939705) (redirect page) (← links)
- Linear-quadratic control and information relaxations (Q1939706) (← links)
- Linear Programming and the Control of Diffusion Processes (Q2802245) (← links)
- Tax-Aware Dynamic Asset Allocation (Q2830762) (← links)
- Dynamic Portfolio Execution and Information Relaxations (Q2940762) (← links)
- Consistent Pricing of Options on Leveraged ETFs (Q2941473) (← links)
- The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
- Evaluating Portfolio Policies: A Duality Approach (Q3391988) (← links)
- Information Relaxation Bounds for Infinite Horizon Markov Decision Processes (Q4598650) (← links)
- Play Like the Pros? Solving the Game of Darts as a Dynamic Zero-Sum Game (Q5057999) (← links)
- Supply Contracts with Financial Hedging (Q5188983) (← links)
- Optimal Control and Hedging of Operations in the Presence of Financial Markets (Q5387980) (← links)
