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Australian economic papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Dynamic asset allocation and consumption choice in incomplete markets
Stoikov, Sasha F.
;
Zariphopoulou-Souganidis, Thaleia
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 414-454
Persistent link: https://www.econbiz.de/10003237011
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Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
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