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Portfolio optimization and statistics in stochastic volatility markets

. Doktorsavhandlingar vid Chalmers Tekniska Högskola Chalmers Univ. of Technology, Göteborg, (2005)

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Pairs Trading with Opportunity Cost.. J. Appl. Probab., 51 (1): 282-286 (2014)Portfolio optimization and statistics in stochastic volatility markets. Doktorsavhandlingar vid Chalmers Tekniska Högskola Chalmers Univ. of Technology, Göteborg, (2005)Auctions with an Invitation Cost., and . IGTR, 23 (1): 2050014:1-2050014:16 (2021)Optimal Closing of a Momentum Trade., and . J. Appl. Probab., 50 (2): 374-387 (2013)A pulp and paper simulator for operator training and process optimization., , and . ECC, page 1196-1200. IEEE, (1999)Comparison of different sampling schemes for wireless control subject to packet losses., and . EBCCSP, page 1-8. IEEE, (2015)