Ghezzi L.L.

L.L. Ghezzi

Information about the author L.L. Ghezzi will soon be added to the site.
Found 2 papers in total
Stock valuation along a Markov chain
2003
A novel dividend valuation model is put forward by using a Markov chain. The valuation...
Bond management and max–min optimal control
2000
An immunization problem is considered in which a bond portfolio is to be periodically...
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