An optimal consumption model with stochastic volatility
Wendell H. Fleming; Daniel Hernández-Hernández
| Year of publication: |
2003
|
|---|---|
| Authors: | Fleming, Wendell Helms ; Hernández-Hernández, Daniel |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 2, p. 245-262
|
| Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001762755