Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://hal.science/hal-00743164 |
| Author | Berdjane, Belkacem, Pergamenshchikov, Sergei |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 00:47 (UTC) |
| Created | May 10, 2026, 00:47 (UTC) |
| Identifier | hal-00743164 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Mathématiques Raphaël Salem (LMRS) ; Université de Rouen Normandie (UNIROUEN) ; Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Berdjane, Belkacem |
| date | 2012-12-14T00:00:00 |
| harvest_object_id | 09c2f0ad-4095-4d3f-859d-9b13f1728ed6 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2024-04-26T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1210.5111 |
| set_spec | type:UNDEFINED |