An optimal consumption model with stochastic volatility
| Year of publication: |
2003
|
|---|---|
| Authors: | Fleming, Wendell H. ; Hernández-Hernández, Daniel |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 7.2003, 2, p. 245-262
|