Peter Meindl

MathSciNet

Ph.D. Stanford University 2007 UnitedStates
Dissertation: Portfolio Optimization and Dynamic Hedging with Receding Horizon Control, Stochastic Programming, and Monte Carlo Simulation
Mathematics Subject Classification: 90—Operations research, mathematical programming

Advisor 1: James Alan Primbs
Advisor 2: David Gilbert Luenberger

No students known.

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