Open markets and hybrid Jacobi processes (Q6591589)
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scientific article; zbMATH DE number 7900402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open markets and hybrid Jacobi processes |
scientific article; zbMATH DE number 7900402 |
Statements
Open markets and hybrid Jacobi processes (English)
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22 August 2024
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boundary attainment
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Dirichlet forms
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growth optimality
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open markets
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Poisson-Dirichlet distribution
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robust finance
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stochastic portfolio theory
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