Optimal portfolio management when stocks are driven by Mean-Reverting Processes

Optimal portfolio management when stocks are driven by Mean-Reverting Processes

A dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science (Mathematical Modelling) of the University of Dar es Salaam

محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Mbigili, Lusungu Julius
التنسيق:	أطروحة
اللغة:	الإنجليزية
منشور في:	University of Dar es Salaam 2024
الموضوعات:	Ito-diffusion and Generator Bellman's Principle stochastic optimal control
الوصول للمادة أونلاين:	https://scholar.mzumbe.ac.tz/handle/123456789/513
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

مواد مشابهة

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