PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401)
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scientific article; zbMATH DE number 6751204
Language | Label | Description | Also known as |
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English | PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS |
scientific article; zbMATH DE number 6751204 |
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PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (English)
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21 July 2017
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portfolio optimization
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asymptotic analysis
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stochastic volatility
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