Affiliation:
1. University of Vienna Vienna Austria
2. Department of Statistical Sciences University of Toronto Toronto Ontario Canada
Funder
Austrian Science Fund
Vienna Science and Technology Fund
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference32 articles.
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3. Brod M. R.(2014).Generating the universal portfolio(Master's thesis). Eidgenössische Technische Hochschule Zürich.
4. A functional extension of the Ito formula
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