The following pages link to Algorithm 963 (Q5270763):
Displayed 5 items.
- Algorithm 963 (Q35469) (← links)
- Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)