Kelly Criterion: From a Simple Random Walk to Lévy Processes (Q4987720)
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scientific article; zbMATH DE number 7343460
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kelly Criterion: From a Simple Random Walk to Lévy Processes |
scientific article; zbMATH DE number 7343460 |
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Kelly Criterion: From a Simple Random Walk to Lévy Processes (English)
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4 May 2021
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logarithmic utility
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processes with independent increments
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weak convergence
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