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Signature Methods in Stochastic Portfolio Theory

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cuchiero, Christa, Möller, Janka
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance Optimization and Control Probability Portfolio Management 91G10, 60L10, 90C20, 62P05
Online Access:	Acceder al recurso
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