![](/img/cover-not-exists.png)
Optimal Portfolio in Partially Observed Stochastic Volatility Models
Pham, Huy\^en, Quenez, Marie-ClaireVolume:
11
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/aoap/998926991
Date:
February, 2001
File:
PDF, 35 KB
english, 2001