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Dynamic Programming Applications in Finance

Edwin J. Elton; Martin J. Gruber
Journal of Finance 1971 26(2), 473
Edwin J. Elton, Martin J. Gruber, Dynamic Programming Applications in Finance, The Journal of Finance, Vol. 26, No. 2, Papers and Proceedings of the Twenty-Ninth Annual Meeting of the American Finance Association Detroit, Michigan December 28-30, 1970 (May, 1971), pp. 473-506