Pages that link to "Item:Q2885567"
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The following pages link to Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567):
Displaying 6 items.
- Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
- Mean-variance portfolio selection in a complete market with unbounded random coefficients (Q1689364) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
- A non-conservation stochastic partial differential equation driven by anisotropic fractional Lévy random field (Q5157734) (← links)
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
