Pages that link to "Item:Q470525"
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The following pages link to Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525):
Displaying 4 items.
- A hybrid stock trading system using genetic network programming and mean conditional value-at-risk (Q300078) (← links)
- Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
- Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model (Q2015626) (← links)
- Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
