Pages that link to "Item:Q2513162"
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The following pages link to Some explicit formulas for calculation of conditional mathematical expectations of random variables and their applications (Q2513162):
Displayed 4 items.
- Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate (Q355333) (← links)
- The Riccati system and a diffusion-type equation (Q401969) (← links)
- Composition of an efficient portfolio in the Bielecki and Pliska market model (Q2513236) (← links)
- On dependence of volatility on return for stochastic volatility models (Q5410814) (← links)