Pages that link to "Item:Q4987715"
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The following pages link to Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715):
Displaying 4 items.
- Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints (Q2871414) (← links)
- Uniqueness for optimal control problems of two-dimensional second grade fluids (Q5101617) (← links)
- A boundary control problem for stochastic 2D-Navier-Stokes equations (Q6644262) (← links)
- Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)