Следене
William Lefebvre
William Lefebvre
PhD student, Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université de Paris
Потвърден имейл адрес: etu.u-paris.fr
Заглавие
Позовавания
Позовавания
Година
Mean-variance portfolio selection with tracking error penalization
W Lefebvre, G Loeper, H Pham
Mathematics 8 (11), 1915, 2020
152020
Linear-quadratic stochastic delayed control and deep learning resolution
W Lefebvre, E Miller
Journal of Optimization Theory and Applications 191 (1), 134-168, 2021
102021
Differential learning methods for solving fully nonlinear PDEs
W Lefebvre, G Loeper, H Pham
Digital Finance 5 (1), 183-229, 2023
82023
Beyond carry and momentum in government bonds
J Gava, W Lefebvre, J Turc
The Journal of Fixed Income 29 (4), 48-74, 2020
72020
Stochastic control methods applied to portfolio construction, control with delay and PDE solving
W Lefebvre
Université Paris Cité, 2022
2022
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Статии 1–5