Work

Portfolio Optimisation under Rough Stochastic Volatility via Machine Learning

Year: 2019

Type: dissertation

Source: NORA - Norwegian Open Research Archives

Author: Kewei Wang

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2990842316

Cites: 4

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Related to: 10