UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS |
scientific article |
Statements
UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (English)
0 references
11 August 2010
0 references
portfolio optimization
0 references
stochastic volatility
0 references
martingale method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
