An application of functional Ito's formula to stochastic portfolio optimization with bounded memory (Q6566267)
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scientific article; zbMATH DE number 7875186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of functional Ito's formula to stochastic portfolio optimization with bounded memory |
scientific article; zbMATH DE number 7875186 |
Statements
An application of functional Ito's formula to stochastic portfolio optimization with bounded memory (English)
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3 July 2024
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