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"Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and ..."

Kexin Chen et al. (2019)

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DOI: 10.1137/19M124681X

access: closed

type: Journal Article

metadata version: 2021-10-14

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Kexin Chen, Mei Choi Chiu, Yong Hyun Shin, Hoi Ying Wong:
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy. SIAM J. Financial Math. 10(4): 977-1005 (2019)

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