Schelling, Denis Matthias (2019) Rough volatility and portfolio optimisation under small transaction costs. PhD thesis, The London School of Economics and Political Science (LSE).
from LSE Theses Online: No conditions. Results ordered -Date Deposited. https://ift.tt/2MSFf8H
vendredi 3 janvier 2020
Rough volatility and portfolio optimisation under small transaction costs
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