The optimal investment portfolio policy based on the stochastic volatility (Q3372779)
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scientific article; zbMATH DE number 5011462
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| English | The optimal investment portfolio policy based on the stochastic volatility |
scientific article; zbMATH DE number 5011462 |
Statements
10 March 2006
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stochastic oscillation
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partial differential equation
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exponential transformation
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0.829597532749176
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