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"Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic ..."

Jean-Pierre Fouque, Ruimeng Hu (2020)

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DOI: 10.1137/19M1245967

access: closed

type: Journal Article

metadata version: 2021-09-16

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Jean-Pierre Fouque, Ruimeng Hu:
Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment. Multiscale Model. Simul. 18(3): 1318-1342 (2020)

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