Pages that link to "Item:Q2205342"
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The following pages link to Numerical solutions to optimal portfolio selection and consumption strategies under stochastic volatility (Q2205342):
Displaying 7 items.
- Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints (Q1861159) (← links)
- Numerical simulations of a portfolio selection model with information cost (Q2731431) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- (Q4426067) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Optimal Portfolio and Consumption Policies Subject to Rishel's Important Jump Events Model: Computational Methods (Q5273705) (← links)
- Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets (Q5301477) (← links)
