Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters |
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Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (English)
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7 December 2016
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sequential analysis
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truncate sequential estimate
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Black-Scholes market model
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stochastic volatility
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optimal consumption and investment
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Hamilton-Jacobi-Bellman equation
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