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~isPartOf:"Applied mathematical finance"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Hu, Ruimeng"
~subject:"Martingal"
~subject:"Mathematische Optimierung"
~subject:"Optionspreistheorie"
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Hu, Ruimeng
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Portfolio optimization under fast mean-reverting and rough fractional stochastic environment
Fouque, Jean-Pierre
;
Hu, Ruimeng
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 361-388
Persistent link: https://www.econbiz.de/10012129167
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