Multidimensional Brownian risk models with random trend

Lithuanian Mathematical Journal 2026 Open access

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Authors: Goran Popivoda, Timofei Shashkov
DOI: 10.1007/s10986-026-09724-3
Cited by: 0
References: 17

Fields of Study & Subjects

Risk and Portfolio Optimization

Publication details

Journal / source
Lithuanian Mathematical Journal
Publisher
Springer Science and Business Media LLC
Volume
66
Issue
3
Pages
435–457
Publication date
23 June 2026
Language
EN