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Microsoft PowerPoint - Chellathurai
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Document Date: 2011-10-06 11:15:05
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File Size: 108,99 KB
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Company
Bank of Montreal /
Portfolio Management Bank of Montreal /
Efficient Frontier /
/
Position
author /
rT /
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SocialTag
Systems science
Brownian model of financial markets
Optimal projection equations
Control theory
Optimal control
Stochastic control