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Valentin Eric Brice NKANA NGAN

Cameroon

Taught Masters, 2017/2018

While at AIMS, Valentin investigated the problem of a small agent who wishes to maximize his individual exponential utility from her income obtained from trading in the capital market, the additional security, and risk-exposure function. In particular, he used dynamical programming to solve the above optimal control problem.

Valentin is currently a PhD student at SISSA, Trieste, Italy.

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