Stochastic volatility for utility maximizers - A martingale approach.
| Autor: | Ellersgaard, Simon, Tegnér, Martin |
|---|---|
| Zdroj: | International Journal of Financial Engineering; Mar2018, Vol. 5 Issue 1, p-1, 39p |
| Databáze: | Complementary Index |
| Externí odkaz: |
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| Autor: | Ellersgaard, Simon, Tegnér, Martin |
|---|---|
| Zdroj: | International Journal of Financial Engineering; Mar2018, Vol. 5 Issue 1, p-1, 39p |
| Databáze: | Complementary Index |
| Externí odkaz: |
|