An optimal consumption model with stochastic volatility.

Wendell H. Fleming Daniel Hernández-Hernández

Published in: Finance Stochastics (2003)

Keyphrases

mathematical model
stochastic model
probabilistic model
computational model
theoretical framework
high level
formal model
closed form
experimental data
statistical model
parameter estimation
management system
similarity measure
monte carlo
objective function
prediction model
social networks
stochastic process