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On the steady state of the replicating portfolio: accounting for a growth rate.
Jacco L. Wielhouwer
Published in:
OR Spectr. (2003)
Keyphrases
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steady state
growth rate
markov chain
operating conditions
queue length
arrival rate
state dependent
explicit expressions
decision making
economic development
product form
steady states
arrival process
loss probability
queueing model
service times
fluid model