Pages that link to "Item:Q4582863"
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The following pages link to Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model (Q4582863):
Displaying 4 items.
- Parameter identification for portfolio optimization with a slow stochastic factor (Q2101109) (← links)
- A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
- Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
- PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS (Q5283401) (← links)