McKean–Vlasov Limit in Portfolio Optimization (Q4932836)
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scientific article; zbMATH DE number 5796812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | McKean–Vlasov Limit in Portfolio Optimization |
scientific article; zbMATH DE number 5796812 |
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McKean–Vlasov Limit in Portfolio Optimization (English)
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7 October 2010
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McKean-Vlasov equation
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nonlinear parabolic equation
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portfolio optimization
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