Search Repository
search
Search
Search Repository
search
Search
Deposit
LSE creators
Number of items:
1
.
Item Type
Year
Departments
File available
Mathematics
Pasos, Jose E.
(2018).
Mean-variance optimal portfolios for Lévy processes and a singular stochastic control model for capacity expansion
[Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.0ccqcg9tuwfe
arrow_upward
Up a level
EndNote
BibTeX
Reference Manager
Refer
Dublin Core
JSON
Multiline CSV
ios_share
Export
rss_feed
Atom
rss_feed
RSS
Mathematics