PORTFOLIO RISK MEASUREMENT VIA STOCHASTIC MESH

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

Projects

  1. GRF: An Optimal Stopping Approach to Portfolio Risk Measurement

    LIU, G. (Principal Investigator / Project Coordinator)

    1/01/1524/12/18

    Project: Research