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Details about Long Nguyen-Thanh

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Workplace:Szkoła Główna Handlowa w Warszawie (Warsaw School of Economics), (more information at EDIRC)

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Working Papers

2003

  1. Analytical Aproach to Value Options with State Variables of a Levy System
    Finance, University Library of Munich, Germany Downloads
  2. Consumption and Investment Optimization under Constraints
    Finance, University Library of Munich, Germany Downloads
  3. Investment Optimization under Constraints
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article Investment optimization under constraints, Mathematical Methods of Operations Research, Springer (2004) Downloads View citations (3) (2004)
  4. Utility Maximization in Imperfected Markets
    Finance, University Library of Munich, Germany Downloads

Journal Articles

2004

  1. Investment optimization under constraints
    Mathematical Methods of Operations Research, 2004, 60, (2), 175-201 Downloads View citations (3)
    See also Working Paper Investment Optimization under Constraints, Finance (2003) Downloads (2003)
 
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