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[IEEE] A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility

remyaseby Post time 2024-6-14 14:49:30 | Show all posts |Read mode
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journal：2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.

Authors：R. Desai; T. Lele; F. Viens

Published date：--

DOI：10.1109/cifer.2003.1196269

PDF link：https://ieeexplore.ieee.org/stampPDF/getPDF.jsp?arnumber=1196269

Article link：http://dx.doi.org/10.1109/cifer.2003.1196269

Article Source：IEEE。


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Georgee Junior Member
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