An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments

✍ Scribed by Badaoui, Mohamed; Fernández, Begoña

• Book ID: 120622084
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 615 KB
• Volume: 53
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2013.04.002