No label defined (Q5487547)
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scientific article; zbMATH DE number 5055325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5055325 |
Statements
19 September 2006
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portfolio
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geometric Brownian motion
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diffusion
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optimal control
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Wiener process
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0.8799429
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0.86552787
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0.8572145
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0.85045445
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0.8446666
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0.8408756
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