The following pages link to Buy rough, sell smooth (Q4991027):
Displaying 5 items.
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models (Q4987721) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
- On the optimal forecast with the fractional Brownian motion (Q6546321) (← links)
