Fouque, Jean-Pierre, Hu, Ruimeng, and Sircar, Ronnie. Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets. Retrieved from https://par.nsf.gov/biblio/10343567. SIAM Journal on Financial Mathematics 13.1 Web. doi:10.1137/21M1428625.

Fouque, Jean-Pierre, Hu, Ruimeng, & Sircar, Ronnie. Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets. SIAM Journal on Financial Mathematics, 13 (1). Retrieved from https://par.nsf.gov/biblio/10343567. https://doi.org/10.1137/21M1428625

Fouque, Jean-Pierre, Hu, Ruimeng, and Sircar, Ronnie. "Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets". SIAM Journal on Financial Mathematics 13 (1). Country unknown/Code not available. https://doi.org/10.1137/21M1428625. https://par.nsf.gov/biblio/10343567.

@article{osti_10343567,
place = {Country unknown/Code not available}, title = {Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets}, url = {https://par.nsf.gov/biblio/10343567}, DOI = {10.1137/21M1428625}, abstractNote = {}, journal = {SIAM Journal on Financial Mathematics}, volume = {13}, number = {1}, author = {Fouque, Jean-Pierre and Hu, Ruimeng and Sircar, Ronnie}, }