Transition density function expansion methods for portfolio optimization (Q6585828)
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scientific article; zbMATH DE number 7895164
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| English | Transition density function expansion methods for portfolio optimization |
scientific article; zbMATH DE number 7895164 |
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Transition density function expansion methods for portfolio optimization (English)
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12 August 2024
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dynamic programming principle
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portfolio optimization
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quasi-Lamperti transformation
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transition density expansion
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