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"A Monte-Carlo method for portfolio optimization under partially observed ..."

Rahul Desai, Tanmay Lele, Frederi Viens (2003)

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DOI: 10.1109/CIFER.2003.1196269

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-02

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  dblp key:
  - conf/cifer/DesaiLV03
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Rahul Desai, Tanmay Lele, Frederi Viens:
A Monte-Carlo method for portfolio optimization under partially observed stochastic volatility. CIFEr 2003: 257-263

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