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This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
An explicit solution for optimal investment in Heston model
E. B. Boguslavskayaa, D. Muraveyb a Brunel University
b International Laboratory of Quantitative Finance, National Research University Higher School of Economics, Moscow
Received: 10.10.2015
Citation:
E. B. Boguslavskaya, D. Muravey, “An explicit solution for optimal investment in Heston model”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 811–819; Theory Probab. Appl., 60:4 (2016), 679–688
Linking options:
https://www.mathnet.ru/eng/tvp5037https://doi.org/10.4213/tvp5037 https://www.mathnet.ru/eng/tvp/v60/i4/p811
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Abstract page: | 353 | Full-text PDF : | 224 | References: | 51 | First page: | 9 |
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