Portfolio optimization for assets with stochastic yields and stochastic volatility
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Publication:2317849
DOI10.1007/s10957-019-01513-yzbMath1422.91666OpenAlexW2928032763WikidataQ128098699 ScholiaQ128098699MaRDI QIDQ2317849
Publication date: 13 August 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-019-01513-y
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