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

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

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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

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Détails bibliographiques
Auteur principal:	Mbigili, Lusungu Julius
Format:	Thèse
Langue:	anglais
Publié:	University of Dar es Salaam 2024
Sujets:	Ito-diffusion and Generator Bellman's Principle stochastic optimal control
Accès en ligne:	https://scholar.mzumbe.ac.tz/handle/123456789/513
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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