Optimal investment with correlated stochastic volatility factors
Maxim Bichuch, Jean-Pierre Fouque
| Year of publication: |
2023
|
|---|---|
| Authors: | Bichuch, Maxim ; Fouque, Jean-Pierre |
| Subject: | asymptotic analysis | optimal investment | stochastic volatility | utility maximization | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Korrelation | Correlation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12371 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278672