Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186): Difference between revisions

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Latest revision as of 13:39, 12 July 2024

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Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities
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    Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (English)
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    14 September 2016
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    ambiguous correlation
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    \(G\)-Brownian motion
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    Hamilton-Jacobi-Bellman-Isaacs equation
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    stochastic volatility
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