Pages that link to "Item:Q5019593"
From MaRDI portal
The following pages link to Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593):
Displaying 3 items.
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)