Stochastic control of geometric processes (Q3026893)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control of geometric processes |
scientific article |
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Stochastic control of geometric processes (English)
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1987
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portfolio optimization
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growth modules
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logarithmic criterion
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Doléans- Dade's formula
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Ito differential equation
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