Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter (Q3427520)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter |
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Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter (English)
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20 March 2007
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optimal portfolio
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nonobservable parameters
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Kalman filter
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