Pages that link to "Item:Q5170138"

The following pages link to Portfolio optimization under the stochastic elasticity of variance (Q5170138):

Displaying 8 items.

• Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
• Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
• Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Elasticity approach to asset allocation in discrete time (Q3119602) (← links)
• Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
• Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model (Q4582863) (← links)
• Robust portfolio optimization under hybrid CEV and stochastic volatility (Q5053998) (← links)