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On the mean-variance problem through the lens of multivariate fake stationary affine Volterra dynamics

Fuente: arXiv

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Bibliographic Details
Main Author:	Gnabeyeu, Emmanuel
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Probability Mathematical Finance 34A08, 34A34, 45D05, 60G10, 60G22, 60H10, 91B70, 91G80, 93E20
Online Access:	Acceder al recurso
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