"Portfolio Optimization for Assets with Stochastic Yields and Stochastic ..."

Tao Pang, Katherine Varga (2019)

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DOI: 10.1007/S10957-019-01513-Y

access: closed

type: Journal Article

metadata version: 2020-04-07

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Tao Pang, Katherine Varga:
Portfolio Optimization for Assets with Stochastic Yields and Stochastic Volatility. J. Optim. Theory Appl. 182(2): 691-729 (2019)

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