The following pages link to (Q3441563):
Displaying 8 items.
- An optimal consumption model with stochastic volatility (Q1424715) (← links)
- Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- (Q2987138) (← links)
- Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479) (← links)
- Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
- IMPACT OF RISK AVERSION ON THE OPTIMAL ROTATION WITH STOCHASTIC PRICE (Q3534910) (← links)
- (Q3572627) (← links)