The optimal investment portfolio policy based on the stochastic volatility

MaRDI QIDQ3372779zbMATH OpenFDO

Authors Yang Zhou, Zhenmei Hou, Sanyang Liu

Publication date 10 March 2006

zbMATH Keywords

partial differential equationexponential transformationstochastic oscillation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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