Monte Carlo computation of optimal portfolios in complete markets (Q951338)
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scientific article; zbMATH DE number 5356607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo computation of optimal portfolios in complete markets |
scientific article; zbMATH DE number 5356607 |
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Monte Carlo computation of optimal portfolios in complete markets (English)
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24 October 2008
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utility maximization
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Monte Carlo methods
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