Pages that link to "Item:Q4579841"
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The following pages link to Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841):
Displaying 3 items.
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)