Portfolio Optimization and Stochastic Control. Closed-Form Solutions to the HJB Equation through Lie Symmetries. Solomon M. Antoniou SKEMSYS Scientific Knowledge Engineering…
1. Date : 11-04-2010 Duration : 3 Hours Max. Marks : 237 PAPER - 2 Please read the instructions carefully. You are allotted 5 minutes specifically for this purpose. INSTRUCTIONS…