Pages that link to "Item:Q3426318"

The following pages link to Portfolio optimization and a factor model in a stochastic volatility market (Q3426318):

Displaying 2 items.

• A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
• HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)