Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion (Q110159695)
doctoral thesis by Jose E. Pasos
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Current Data About Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion
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(P1476) "Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion" (language: en)
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other details
description doctoral thesis by Jose E. Pasos

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