Non-linear filtering and optimal investment under partial information for stochastic volatility models
Crossref DOI link: https://doi.org/10.1007/s00186-017-0609-x
Published Online: 2018-04-16
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ibrahim, Dalia
Abergel, Frédéric
Text and Data Mining valid from 2018-04-16
Article History
Received: 13 October 2016
First Online: 16 April 2018