Timing portfolio strategies with exponential Lévy processes (Q1722752): Difference between revisions
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Revision as of 04:27, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Timing portfolio strategies with exponential Lévy processes |
scientific article |
Statements
Timing portfolio strategies with exponential Lévy processes (English)
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18 February 2019
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Lévy processes
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applied probability
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portfolio strategies
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stopping times
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