No label defined (Q5257615)
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scientific article; zbMATH DE number 6453031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6453031 |
Statements
29 June 2015
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dynamic VaR constrain
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Stein-Stein stochastic volatility model
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ruin probability
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investment approach
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stochastic Lagrange function
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K-T point
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