Asymptotic Approximation of Optimal Portfolio for Small Time Horizons

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Publication:4579841

DOI10.1137/17M1111371zbMath1396.91691arXiv1611.09300OpenAlexW2795570552MaRDI QIDQ4579841

Rohini Kumar, Hussein Nasralah

Publication date: 10 August 2018

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.09300




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