From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers (Q6665955)
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scientific article; zbMATH DE number 7969953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers |
scientific article; zbMATH DE number 7969953 |
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From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers (English)
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17 January 2025
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Loewner-captive Hermitian diffusions
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stochastic covariance processes
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stochastic differential equations
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efficient-frontiers
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quadratic optimization
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