Pages that link to "Item:Q5455262"
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The following pages link to NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262):
Displaying 6 items.
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
