Pages that link to "Item:Q274239"
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The following pages link to Optimal strategies for asset allocation and consumption under stochastic volatility (Q274239):
Displaying 7 items.
- Portfolio selection based on a benchmark process with dynamic value-at-risk constraints (Q344301) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
