A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility Conference Paper

name of conference

• 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.

authors

• Lele, Tanmay

published proceedings

• 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.

author list (cited authors)

• Desai, R., Lele, T., & Viens, F.

citation count

• 5

complete list of authors

• Desai, Rahul||Lele, Tanmay||Viens, Frederi

publication date

• January 2003

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

Digital Object Identifier (DOI)

• 10.1109/cifer.2003.1196269

start page

• 257

end page

• 263

URL

• http://dx.doi.org/10.1109/cifer.2003.1196269