scientific article

From MaRDI portal

Publication:3131770

Jump to:navigation, search

DOI10.13482/J.ISSN1001-7011.2016.09.243zbMath1389.91094MaRDI QIDQ3131770

Yanlian Deng, Litan Yan

Publication date: 29 January 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mixed fractional Brownian motion CM strategy CPPI strategy

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Portfolio theory (91G10)

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3131770&oldid=16249699"