Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955): Difference between revisions

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Latest revision as of 16:12, 12 July 2024

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Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
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    Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (English)
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    7 October 2016
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    finance
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    asymmetric information
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    mispricing
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    optimal portfolio
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    simulation
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