Work

Investment instruments with volatility target mechanism

Year: 2013

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697688.2013.804943

Authors: S. Albeverio, V. Steblovskaya, K. Wallbaum

Institutions: University of Bonn, Hausdorff Center for Mathematics, Bentley University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2066624871

FWCI: 4.665

Cites: 12

Cited by: 30

Related to: 10