Optimal Investment Strategies Under Stochastic Volatility - Estimation and Applications

SSRN Electronic Journal

doi 10.2139/ssrn.1695301

Full Text

Abstract

Available in

Date

Authors

Publisher

Elsevier BV

Related search

Optimal Investment and Financial Strategies Under Tax Rate Uncertainty

SSRN Electronic Journal
2010English

Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension With Stochastic Salary Under the Affine Interest Rate Model

Journal of Mathematical Finance
2017English

Optimal Investment Strategies in Decentralized Renewable Power Generation Under Uncertainty

Energy
ManagementMonitoringManufacturing EngineeringElectricalPolicyMechanical EngineeringEnergy EngineeringSustainabilityConstructionModelingLawBuildingElectronic EngineeringRenewable EnergyFuel TechnologyStructural EngineeringSimulationPower TechnologyPollutionIndustrialCivilEnergythe Environment
2007German

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2010English

Implied and Local Volatilities Under Stochastic Volatility

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2001English

Range-Based Estimation of Stochastic Volatility Models

Journal of Finance
AccountingEconomicsEconometricsFinance
2002English

Bayesian Estimation of Non-Gaussian Stochastic Volatility Models

Journal of Mathematical Finance
2014English

On the Effect of Stochastic Extra Contribution on Optimal Investment Strategies for Stochastic Salary Under the Affine Interest Rate Model in a DC Pension Fund

General Letters in Mathematics
2017English

Optimal Investment Policy in a Pension Fund System With Return Clause and Multiple Assets Under Volatility Risks

General Letters in Mathematics
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy