B. Berdjane, S. M. Pergamenshchikov, “Sequential <nobr>$\delta$</nobr>-optimal consumption and investment for stochastic volatility markets with unknown parameters”, Teor. Veroyatnost. i Primenen., 2015, Volume 60, Issue 4,Pages <nobr>628

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Teor. Veroyatnost. i Primenen., 2015 Volume 60, Issue 4, Pages 628–659 (Mi tvp5029)

This article is cited in 1 paper

Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters

B. Berdjane^a, S. M. Pergamenshchikov^b

^a Université du Québec à Montréal
^b Université de Rouen

Received: 02.03.2015

DOI: 10.4213/tvp5029

English version: Theory of Probability and its Applications, 2016, 60:4, 533–560

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