Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets (Q5301477)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5493713
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets |
scientific article; zbMATH DE number 5493713 |
Statements
Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets (English)
0 references
20 January 2009
0 references
0 references
0.87912154
0 references
0.8729882
0 references
0 references
0 references
0.86488485
0 references
0.8609003
0 references
0.8516869
0 references
0.85093534
0 references