Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937): Difference between revisions

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+The Jacobi stochastic volatility model
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+Normal rank
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
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+Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon
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+European option pricing with transaction costs and stochastic volatility: an asymptotic analysis
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+Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration
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+Q4219085
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+Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
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+Optimal investment and consumption with transaction costs
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