Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model Preprint

Lin, Minglian, SenGupta, Indranil. (2021). Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model .

cited authors

  • Lin, Minglian; SenGupta, Indranil

authors

publication date

  • April 13, 2021

webpage

keywords

  • 91G10, 93E20, 60G51
  • q-fin.MF
  • q-fin.PM