A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility
Conference Paper
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Overview
name of conference
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2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.
published proceedings
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2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings.
author list (cited authors)
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Desai, R., Lele, T., & Viens, F.
complete list of authors
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Desai, Rahul||Lele, Tanmay||Viens, Frederi
publisher
Research
keywords
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35 Commerce, Management, Tourism And Services
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3502 Banking, Finance And Investment
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38 Economics
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49 Mathematical Sciences
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4901 Applied Mathematics
Identity
Digital Object Identifier (DOI)
Additional Document Info
