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

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+An optimal consumption model with stochastic volatility
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+An Application of Stochastic Control Theory to Financial Economics
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+Controlled Markov processes and viscosity solutions
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+Q4509488
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+Stochastic differential equations. An introduction with applications.
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+STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
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+Nonlinear elliptic boundary-value problems in unbounded domains
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+Q3838091
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+.1016/J.JMAA.2010.09.055
@@ Property / DOI: 10.1016/J.JMAA.2010.09.055 / rank @@
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