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"Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes."
Yingdong Lv, Bernhard K. Meister (2009)
- Yingdong Lv, Bernhard K. Meister:
Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes. Complex (1) 2009: 1051-1062
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