Geodesic
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters
Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 4, pp. 628-659

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     author = {B. Berdjane and S. M. Pergamenshchikov},
     title = {Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {628--659},
     publisher = {mathdoc},
     volume = {60},
     number = {4},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a1/}
}
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B. Berdjane; S. M. Pergamenshchikov. Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters. Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 4, pp. 628-659. http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a1/