Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parameter identification for portfolio optimization with a slow stochastic factor |
scientific article |
Statements
Parameter identification for portfolio optimization with a slow stochastic factor (English)
0 references
28 November 2022
0 references
portfolio optimization
0 references
slow stochastic factor
0 references
asymptotic approximation
0 references
parameter identification problem
0 references
inverse problems
0 references