Quantifying dimensional change in stochastic portfolio theory (Q6641079)
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scientific article; zbMATH DE number 7947055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantifying dimensional change in stochastic portfolio theory |
scientific article; zbMATH DE number 7947055 |
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Quantifying dimensional change in stochastic portfolio theory (English)
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20 November 2024
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functional generation
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piecewise semimartingale
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self-financing portfolio
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stochastic dimension
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stochastic portfolio theory
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