Mean variance portfolio selection problem with multiscale stochastic volatility

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Bibliographic Details
Main Author:	Chidinma Olunkwa
Format:	Artículo científico
Language:	en
Published:	Universidad Autónoma del Caribe 2022
Subjects:	Ingeniería Mean Probability Efficient frontier stochastic control variance portfolio selection
Online Access:	Acceder al recurso
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