OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3467083)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES |
scientific article |
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OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (English)
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26 January 2016
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portfolio optimization
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stochastic volatility
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stochastic interest rates
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dynamic programming principle
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