Optimal portfolio management in a modified constant elasticity of variance model (Q1742187)
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scientific article; zbMATH DE number 6858335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio management in a modified constant elasticity of variance model |
scientific article; zbMATH DE number 6858335 |
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Optimal portfolio management in a modified constant elasticity of variance model (English)
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11 April 2018
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stochastic optimal control
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statistical arbitrage
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M-CEV model
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boundary-value problem
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