No label defined (Q4550987)
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scientific article; zbMATH DE number 1795914
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| English | No label defined |
scientific article; zbMATH DE number 1795914 |
Statements
11 November 2002
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optimum portfolio
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Black-Scholes diffusion
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volatility Malliavin derivative
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0.7811287045478821
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0.7736990451812744
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0.7527683973312378
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