Log-optimal currency portfolios and control Lyapunov exponents
Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs (2005) Log-optimal currency portfolios and control Lyapunov exponents. In: CDCâ��05-ECC'05. Proceedings of the 44th IEEE conference on decision and control, and the European control conference 2005. Seville, 2005..
Full text not available from this repository.| Item Type: | Conference or Workshop Item (Paper) |
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| Subjects: | Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány |
| Divisions: | Computational Optical Sensing and Processing Laboratory |
| Depositing User: | Eszter Nagy |
| Date Deposited: | 11 Dec 2012 15:17 |
| Last Modified: | 11 Dec 2012 15:17 |
| URI: | https://eprints.sztaki.hu/id/eprint/3796 |
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