Optimal investment models with stochastic volatility: the time inhomogeneous case
نویسندگان
چکیده
منابع مشابه
Optimal Investment with Transaction Costs and Stochastic Volatility
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ژورنال
عنوان ژورنال: Quaestiones Mathematicae
سال: 2015
ISSN: 1607-3606,1727-933X
DOI: 10.2989/16073606.2014.981701