Abstract
Review of : Chen, K., Chiu, M. C., Shin, Y. H., & Wong, H. Y. (2019). Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy. SIAM Journal on Financial Mathematics, 10(4), 977-1005.
Original language | English |
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Article number | MR4043095 |
Number of pages | 3 |
Journal | Mathematical Reviews |
Publication status | Published - 2020 |