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..

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Item Type: Conference or Workshop Item (Paper)
Subjects: Q Science > QA Mathematics and Computer Science > QA75 Electronic computers. Computer science / számítástechnika, számítógéptudomány
Divisions: Cellular Sensory and Optical Wave Computing 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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