Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization for assets with stochastic yields and stochastic volatility |
scientific article |
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Portfolio optimization for assets with stochastic yields and stochastic volatility (English)
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13 August 2019
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portfolio optimization
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stochastic volatility
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stochastic yield
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HJB equation
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subsolution
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supersolution
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