An Explicit Solution for Optimal Investment in Heston Model
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Theory of Probability & Its Applications
سال: 2016
ISSN: 0040-585X,1095-7219
DOI: 10.1137/s0040585x97t987946