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"An ε-Optimal Portfolio with Stochastic Volatility."

Abdelali Gabih, Wilfried Grecksch (2005)

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DOI: 10.1515/1569396054027256

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/GabihG05
Abdelali Gabih, Wilfried Grecksch:
An ε-Optimal Portfolio with Stochastic Volatility. Monte Carlo Methods Appl. 11(1): 1-14 (2005)

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