Portfolio optimization and stochastic volatility asymptotics (Q5283401)
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scientific article; zbMATH DE number 6751204
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization and stochastic volatility asymptotics |
scientific article; zbMATH DE number 6751204 |
Statements
PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (English)
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21 July 2017
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portfolio optimization
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asymptotic analysis
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stochastic volatility
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0.8399352431297302
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0.8309122323989868
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0.8294430375099182
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0.8219684958457947
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0.8215798139572144
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