A stochastic volatility model and optimal portfolio selection.

MLA

Zeng, Xudong, and Michael Taksar. “A Stochastic Volatility Model and Optimal Portfolio Selection.” Quantitative Finance, vol. 13, no. 10, Oct. 2013, pp. 1547–58. EBSCOhost, https://doi.org/10.1080/14697688.2012.740568.

APA

Zeng, X., & Taksar, M. (2013). A stochastic volatility model and optimal portfolio selection. Quantitative Finance, 13(10), 1547–1558. https://doi.org/10.1080/14697688.2012.740568

Chicago

Zeng, Xudong, and Michael Taksar. 2013. “A Stochastic Volatility Model and Optimal Portfolio Selection.” Quantitative Finance 13 (10): 1547–58. doi:10.1080/14697688.2012.740568.