Selection of an optimal portfolio with stochastic volatility and discrete observations

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Veröffentlicht in:Computational finance and its applications II
1. Verfasser: Batalova, N. V. (VerfasserIn)
Weitere Verfasser: Maroussov, V. (VerfasserIn), Viens, F. G. (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2006
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