%0 Journal Article %1 journals/siamfm/LinS21 %A Lin, Minglian %A Sengupta, Indranil %D 2021 %J SIAM J. Financial Math. %K dblp %N 4 %P 1596-1624 %T Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm12.html#LinS21 %V 12

@article{journals/siamfm/LinS21, added-at = {2024-03-30T00:00:00.000+0100}, author = {Lin, Minglian and Sengupta, Indranil}, biburl = {https://www.bibsonomy.org/bibtex/2567f59228b3bb5893a8707f0342faa88/dblp}, ee = {https://doi.org/10.1137/21M1412281}, interhash = {66262b387cf74a2c2fe32029a84aada2}, intrahash = {567f59228b3bb5893a8707f0342faa88}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 4, pages = {1596-1624}, timestamp = {2024-04-09T03:39:44.000+0200}, title = {Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm12.html#LinS21}, volume = 12, year = 2021 }