An <I>ε</I>-Optimal Portfolio with Stochastic Volatility (Q3023649)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An <I>ε</I>-Optimal Portfolio with Stochastic Volatility |
scientific article |
Statements
5 July 2005
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stochastic volatility
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portfolio optimization
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\(\varepsilon\)-optimal control
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time-discrete approximation
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An <I>ε</I>-Optimal Portfolio with Stochastic Volatility (English)
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