Project Details
Description
This is a RGC funded project through the general research fund (GRF) with an amount of $500,000. This project investigates several stochastic optimal control problems in Finance when stochastic financial variables evolve according to non-linear cointegration models.
Funding Source: RGC - General Research Fund (GRF)
Funding Source: RGC - General Research Fund (GRF)
| Status | Finished |
|---|---|
| Effective start/end date | 01/01/15 → 31/12/18 |
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