An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916): Difference between revisions
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Revision as of 00:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal portfolio model with stochastic volatility and stochastic interest rate |
scientific article |
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An optimal portfolio model with stochastic volatility and stochastic interest rate (English)
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7 January 2011
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portfolio optimization
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stochastic volatility
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stochastic interest
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Hamilton-Jacobi-Bellman equation
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asymptotics
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