A stochastic volatility model and optimal portfolio selection (Q2871407): Difference between revisions

@@ Property / author @@
+Michael I. Taksar
@@ Property / author: Michael I. Taksar / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/14697688.2012.740568
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@@ Property / OpenAlex ID @@
+W3121733529
@@ Property / OpenAlex ID: W3121733529 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
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