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Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs
Free accessDOAJ | 2022|Keywords: 91G80 -
Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime
Wiley | 2020|Keywords: 91G80 (secondary) -
Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach
Taylor & Francis Verlag | 2022|Keywords: 91G80 -
Optimal investment with derivatives and pricing in an incomplete market
Elsevier | 2019|Keywords: 91G80 -
Volatility estimation of general Gaussian Ornstein–Uhlenbeck process
Elsevier | 2020|Keywords: 91G80 -
Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies
Springer Verlag | 2015|Keywords: 91G80 -
Simple bounds for utility maximization with small transaction costs
Elsevier | 2022|Keywords: 91G80 -
Graph structure and statistical properties of Ethereum transaction relationships
Elsevier | 2019|Keywords: 91G80 -
The lower Snell envelope of smooth functions: an optional decomposition
Project Euclid | 2018|Keywords: 91G80 -
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
Taylor & Francis Verlag | 2016|Keywords: 91G80. -
A Note on Differentiability in a Markov Chain Market Using Stochastic Flows
Taylor & Francis Verlag | 2015|Keywords: 91G80 -
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
Online Contents | 2016|Keywords: 91G80 -
Accelerated implementation of the ADI schemes for the Heston model with stochastic correlation
Elsevier | 2019|Keywords: 91G80 -
Mean-variance asset–liability management with partial information and uncertain time horizon
Taylor & Francis Verlag | 2021|Keywords: 91G80
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