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Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Chong, Wing Fung, Liang, Gechun
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Portfolio Management Mathematical Finance 60H30, 91G10
Accesso online:	Acceder al recurso
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