✦ LIBER ✦
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
✍ Scribed by Fred Espen Benth; Kenneth Hvistendahl Karlsen; Kristin Reikvam
- Book ID
- 108550394
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 291 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0960-1627
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