Polynomial processes in stochastic portfolio theory (Q1999926)

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Polynomial processes in stochastic portfolio theory
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    Polynomial processes in stochastic portfolio theory (English)
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    27 June 2019
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    stochastic portfolio theory
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    relative arbitrage
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    polynomial processes
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    diffusions on the unit simplex
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    boundary attainment
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    tractable modeling
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    polynomial neural networks
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