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The integral of the squared Gaussian process. (2024). Reus, Lorenzo.
In: Chaos, Solitons & Fractals.
RePEc:eee:chsofr:v:179:y:2024:i:c:s096007792301319x.

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  7. Kamma, T. ; Pelsser, A. Near-optimal asset allocation in financial markets with trading constraints. 2022 European J Oper Res. 297 766-781

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  9. Koijen, R.S. ; Nijman, T.E. ; Werker, B.J. When can life cycle investors benefit from time-varying bond risk premia?. 2010 Rev Financ Stud. 23 741-780

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  5. The integral of the squared Gaussian process. (2024). Reus, Lorenzo.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:179:y:2024:i:c:s096007792301319x.

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