PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS

By Jean-Pierre Fouque 3, Ronnie Sircar, Thaleia Zariphopoulou. 2017

85 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/5b2a03055430413cbcb33f8d99d88bfa5967b7bc