Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn.
Material type: TextPublication details: Singapore ; River Edge, NJ : World Scientific, c1997.Description: xi, 338 p. : illISBN:- 9810232152
Item type | Current library | Call number | Copy number | Status | Date due | Barcode |
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Books | Department of Mathematics | 519.242.5 KOR (Browse shelf(Opens below)) | 1 | Available | MAT05209 |
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519.242 THO Design analysis : | 519.242 WAN Design theory / | 519.242 WEB First course in the design of experiments: | 519.242.5 KOR Optimal portfolios : | 519.242.5 PRO Optimal design and related areas in optimization and statistics / | 519.243 CHI Mathematical statistics with resampling and R / | 519.243 RAJ Sample survey theory. |
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