Tanmay Lele

According to our database, Tanmay Lele authored at least 1 paper in 2003.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2003

A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility.

Rahul Desai, Tanmay Lele, Frederi Viens

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003