UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219): Difference between revisions
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English | UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS |
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UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (English)
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11 August 2010
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portfolio optimization
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stochastic volatility
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martingale method
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