A new stochastic factor model: general explicit solutions (Q847280)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A new stochastic factor model: general explicit solutions
scientific article

    Statements

    A new stochastic factor model: general explicit solutions (English)
    0 references
    0 references
    12 February 2010
    0 references
    portfolio
    0 references
    investment
    0 references
    stochastic factor
    0 references
    optimization
    0 references

    Identifiers