Pasos, Jose E. (2018) Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion. PhD thesis, London School of Economics and Political Science (United Kingdom).
from LSE Theses Online: No conditions. Results ordered -Date Deposited. https://ift.tt/2NgYpn4
vendredi 24 août 2018
Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion
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