Strategic Investment Decisions Under Fast Mean-Reversion Stochastic Volatility

AuthID
 P-00K-A4Z
2
Author(s)
Document Type
Article
Year published
2011
Published
in APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, ISSN: 1524-1904
Volume: 27, Issue: 1, Pages: 61-69 (9)
Conference
4Th Brazilian Conference on Statistical Modelling in Insurance and Finance, Date: APR 04-08, 2009, Location: Maresias, BRAZIL
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Publication Identifiers
Wos: WOS:000287672400009
Source Identifiers
ISSN: 1524-1904
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