Long time asymptotics for optimal investment

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Submitted on : Monday, January 25, 2016 - 11:34:57 AM
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H. Pham. Long time asymptotics for optimal investment. P.K. Friz, J. Gatheral, A. Jacquier, J. Teichmann. Large deviations and asymptotic methods in finance, 110, Springer, pp.507-528, 2015, Springer Proceedings in Mathematics & Statistics. ⟨hal-01261386⟩

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