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A Symmetric 1-Volterra Quadratic Stochastic Operator for Portfolio-Share Dynamics

Azam Nurilloevich ZoyidovKimyo International University in Tashkent
Zenodo (CERN European Organization for Nuclear Research)repository2026en
ABI

Abstract

No abstract available.

Topics

Stochastic processes and financial applicationsRisk and Portfolio OptimizationProbability and Risk Models

Identifiers

DOI
10.5281/zenodo.18217546

Citations and references

Cited by 00 references
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