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Property / author: Wan-yang Dai / rank
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Latest revision as of 07:01, 5 July 2024

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Mean–variance portfolio selection based on a generalized BNS stochastic volatility model
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    Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (English)
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    23 May 2012
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    mean-variance portfolio selection
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    non-Gaussian Ornstein-Uhlenbeck process
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    generalized Black-Scholes model
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    optimal feedback control
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    integro-partial differential equation
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