Rough volatility and portfolio optimisation under small transaction costs (Q110100098)
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doctoral thesis by Denis Matthias Schelling
Language | Label | Description | Also known as |
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English | Rough volatility and portfolio optimisation under small transaction costs |
doctoral thesis by Denis Matthias Schelling |
Statements
Rough volatility and portfolio optimisation under small transaction costs (English)
1 reference
13 December 2021
Denis Matthias Schelling
1 reference
13 December 2021
1 reference
13 December 2021