FINANCIAL MODELS INDUCED FROM AUXILIARY INDICES AND TWITTER DATA (Q5217540)
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scientific article; zbMATH DE number 7173067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINANCIAL MODELS INDUCED FROM AUXILIARY INDICES AND TWITTER DATA |
scientific article; zbMATH DE number 7173067 |
Statements
FINANCIAL MODELS INDUCED FROM AUXILIARY INDICES AND TWITTER DATA (English)
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24 February 2020
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asset model
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Lévy process
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SDE
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optimal portfolio
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utility function
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