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"Modelling and asset allocation for financial markets based on a stochastic ..."

Hui Peng et al. (2005)

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DOI: 10.1080/00207720500089408

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/ijsysc/PengTGO05
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Hui Peng, Yoshiyasu Tamura, W. Gui, Tohru Ozaki:
Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. Int. J. Syst. Sci. 36(6): 315-327 (2005)

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