Portfolio Optimization & Stochastic Volatility Asymptotics
Year of publication: |
2015
|
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Authors: | Fouque, Jean-Pierre |
Other Persons: | Sircar, Ronnie (contributor) ; Zariphopoulou, Thaleia (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Experiment | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Mathematical Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 14, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2473289 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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