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~isPartOf:"Quantitative finance"
~person:"Blavatskyy, Pavlo R."
~person:"Eeckhoudt, Louis R."
~person:"Escobar, Marcos"
~person:"Mukerji, Sujoy"
~person:"Schipper, Burkhard"
~type_genre:"Article in journal"
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4/2 stochastic volatility model
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Characteristic function
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Erwartungsnutzen
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Expected utility
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Expected utility theory
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Quantitative finance
Theory and decision : an international journal for multidisciplinary advances in decision science
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A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
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