Lei Ge, Qiang Zhang. Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility. Complexity, 2020, 2020. [doi]
@article{GeZ20a,
title = {Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility},
author = {Lei Ge and Qiang Zhang},
year = {2020},
doi = {10.1155/2020/9548060},
url = {https://doi.org/10.1155/2020/9548060},
researchr = {https://researchr.org/publication/GeZ20a},
cites = {0},
citedby = {0},
journal = {Complexity},
volume = {2020},
}