Timing portfolio strategies with exponential Lévy processes (Q1722752)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Timing portfolio strategies with exponential Lévy processes |
scientific article |
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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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