Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal strategies with option compensation under mean reverting returns or volatilities |
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Optimal strategies with option compensation under mean reverting returns or volatilities (English)
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18 February 2019
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investment analysis
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portfolio management
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convex incentives
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optimal control
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Fourier transform
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mean reverting processes
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