On optimal investment with processes of long or negative memory (Q1743336): Difference between revisions
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English | On optimal investment with processes of long or negative memory |
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On optimal investment with processes of long or negative memory (English)
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13 April 2018
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optimal investment
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power utility functions
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Fréchet-differentiable function
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drift of price process
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Banach space
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non-Markovian driving processes
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fractional Brownian motion
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