An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2010.09.055
+Normal rank
@@ Property / OpenAlex ID @@
+W2065890367
@@ Property / OpenAlex ID: W2065890367 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5555879
@@ Property / cites work: Q5555879 / rank @@
+Normal rank
@@ Property / cites work @@
+An optimal consumption model with stochastic volatility
+Normal rank
@@ Property / cites work @@
+An Application of Stochastic Control Theory to Financial Economics
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
+Normal rank
@@ Property / cites work @@
+Nonlinear elliptic boundary-value problems in unbounded domains
+Normal rank
@@ Property / cites work @@
+Q3838091
@@ Property / cites work: Q3838091 / rank @@
+Normal rank