Pages that link to "Item:Q5150069"
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The following pages link to Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069):
Displaying 5 items.
- The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios (Q1620236) (← links)
- On analyzing and detecting multiple optima of portfolio optimization (Q1716944) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets (Q5029934) (← links)
- Mean-variance portfolio with wealth and volatility dependent risk aversion (Q6592280) (← links)