PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401)

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scientific article; zbMATH DE number 6751204
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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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