Pages that link to "Item:Q2862421"
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The following pages link to Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421):
Displayed 3 items.
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- Optimal consumption, investment and life-insurance purchase under a stochastically fluctuating economy (Q6198508) (← links)