Pages that link to "Item:Q3426318"
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The following pages link to Portfolio optimization and a factor model in a stochastic volatility market (Q3426318):
Displaying 4 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)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
