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"Convergence of the embedded mean-variance optimal points with discrete ..."
Duy-Minh Dang, Peter A. Forsyth, Yuying Li (2016)
- Duy-Minh Dang, Peter A. Forsyth, Yuying Li:
Convergence of the embedded mean-variance optimal points with discrete sampling. Numerische Mathematik 132(2): 271-302 (2016)
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