Kufakunesu, Rodwell On the multi-dimensional portfolio optimization with stochastic volatility. (English) Zbl 1426.91251 Quaest. Math. 41, No. 1, 27-40 (2018). MSC: 91G10 93E20 35Q91 60H30 PDFBibTeX XMLCite \textit{R. Kufakunesu}, Quaest. Math. 41, No. 1, 27--40 (2018; Zbl 1426.91251) Full Text: DOI Link
Kufakunesu, Rodwell Optimal investment models with stochastic volatility: the time inhomogeneous case. (English) Zbl 1422.91653 Quaest. Math. 38, No. 2, 237-255 (2015). MSC: 91G10 93E20 35Q91 60H15 PDFBibTeX XMLCite \textit{R. Kufakunesu}, Quaest. Math. 38, No. 2, 237--255 (2015; Zbl 1422.91653) Full Text: DOI Link