OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK (Q5157844)
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scientific article; zbMATH DE number 7411936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK |
scientific article; zbMATH DE number 7411936 |
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OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK (English)
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20 October 2021
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futures
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portfolio optimization
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stochastic control
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Gaussian processes
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