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Keyword: portfolio optimization
Papers related to keyword:
M. Bardi
-
A. Cesaroni
- A. Scotti (
ESAIM Control Optim. Calc. Var.
)
Convergence in Multiscale Financial Models with Non-Gaussian Stochastic Volatility
(2016)
M. Bardi
-
A. Cesaroni
- L. Manca (
SIAM J. Finan. Math.
)
Convergence by viscosity methods in multiscale financial models with stochastic volatility
(2010)
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