Minglian Lin

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 1

Top Topics

Mathematical Model

Sensitivity Analysis

Top Venues

SIAM J. Financial Math.

Publications

Minglian Lin, Indranil SenGupta
Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model. SIAM J. Financial Math. 12 (4) (2021)