Optimal Portfolio in Partially Observed Stochastic...

Optimal Portfolio in Partially Observed Stochastic Volatility Models

Pham, Huy\^en, Quenez, Marie-Claire
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Volume:
11
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/aoap/998926991
Date:
February, 2001
File:
PDF, 35 KB
english, 2001
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