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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
Ochiq kirishYashil

Litsenziya: cc-by

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Mavzular

Stochastic processes and financial applicationsRisk and Portfolio OptimizationProbability and Risk Models

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DOI
10.5281/zenodo.18217547

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