Optimal portfolio selection under stochastic volatility and stochastic interest rates (Q3467083)
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scientific article; zbMATH DE number 6535901
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| English | Optimal portfolio selection under stochastic volatility and stochastic interest rates |
scientific article; zbMATH DE number 6535901 |
Statements
OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (English)
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26 January 2016
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portfolio optimization
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stochastic volatility
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stochastic interest rates
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dynamic programming principle
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0.8583359718322754
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0.8445742130279541
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0.8211756944656372
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0.814170241355896
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