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Browsing by Subject constant elasticity of variance

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Issue DateTitleAuthor(s)
6-Aug-2021OPTIMAL INVESTMENT STRATEGY FOR AN INVESTOR WITH ORNSTEIN-UHLENBECK AND CONSTANT ELASTICITY OF VARIANCE (CEV) MODELS UNDER CORRELATING AND NON-CORRELATING BROWNIAN MOTIONIhedioha, S.A; Ogungbenle, M.G; Auta, W. Y
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