M. Alghalith, “A New Stochastic Factor Model: General Explicit Solutions,” Applied Mathematics Letters, Vol. 22, No. 12, 2009, pp. 1852-1854. doi:10.1016/j.aml.2009.07.011
has been cited by the following article:
TITLE: An Alternative Method of Stochastic Optimization: The Portfolio Model
AUTHORS: Moawia Alghalith
KEYWORDS: Stochastic Optimization, Investment, Portfolio
JOURNAL NAME: Applied Mathematics, Vol.2 No.7, July 15, 2011
ABSTRACT: We provide a new simple approach to stochastic dynamic optimization. In doing so, we derive the existing (standard) results using a far simpler technique than the duality and the variational methods.