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Portfolio Optimisation under Rough Stochastic Volatility via Machine Learning

dc.contributor.authorWang, Kewei
dc.date.accessioned2019-08-22T23:46:41Z
dc.date.available2021-05-16T22:45:34Z
dc.date.issued2019
dc.identifier.citationWang, Kewei. Portfolio Optimisation under Rough Stochastic Volatility via Machine Learning. Master thesis, University of Oslo, 2019
dc.identifier.urihttp://hdl.handle.net/10852/69488
dc.description.abstracteng
dc.language.isoeng
dc.subject
dc.titlePortfolio Optimisation under Rough Stochastic Volatility via Machine Learningeng
dc.typeMaster thesis
dc.date.updated2019-08-23T23:45:43Z
dc.creator.authorWang, Kewei
dc.identifier.urnURN:NBN:no-72637
dc.type.documentMasteroppgave
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/69488/5/KeweiWangThesis.pdf


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