Portfolio optimization in discontinuous markets under incomplete information (Q2461283): Difference between revisions
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Revision as of 23:55, 19 February 2024
scientific article
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English | Portfolio optimization in discontinuous markets under incomplete information |
scientific article |
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Portfolio optimization in discontinuous markets under incomplete information (English)
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27 November 2007
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portfolio optimization
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stochastic control
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discontinuous markets
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incomplete information
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