Portfolio optimization of stochastic volatility models through the dynamic programming equations
Pereira, Diogo Alexandre
Portfolio optimization of stochastic volatility models through the dynamic programming equations / Diogo Alexandre Pereira. - Monte de Caparica : D. A. P. , 2018 . - XVI, 52 p..
Clicar aqui para aceder a um recurso externo
ISBN
Matemática aplicada
LCC QA36
Portfolio optimization of stochastic volatility models through the dynamic programming equations / Diogo Alexandre Pereira. - Monte de Caparica : D. A. P. , 2018 . - XVI, 52 p..
Clicar aqui para aceder a um recurso externo
ISBN
Matemática aplicada
LCC QA36