Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 4, Pages 811–819
DOI: https://doi.org/10.4213/tvp5037 (Mi tvp5037) 		 
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
Full-text PDF (169 kB) Citations (9)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp5037
Funding agency Grant number
Правительство РФ 14.A12.31.0007
Daphne Jackson Fellowship
Received: 10.10.2015
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 4, Pages 679–688
DOI: https://doi.org/10.1137/S0040585X97T987946
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{BogMur15}
\by E.~B.~Boguslavskaya, D.~Muravey
\paper An explicit solution for optimal investment in Heston model
\jour Teor. Veroyatnost. i Primenen.
\yr 2015
\vol 60
\issue 4
\pages 811--819
\mathnet{http://mi.mathnet.ru/tvp5037}
\crossref{https://doi.org/10.4213/tvp5037}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3583455}
\elib{https://elibrary.ru/item.asp?id=25865578}
\transl
\jour Theory Probab. Appl.
\yr 2016
\vol 60
\issue 4
\pages 679--688
\crossref{https://doi.org/10.1137/S0040585X97T987946}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000391113200010}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85006274253}
Linking options:
  • https://www.mathnet.ru/eng/tvp5037
  • https://doi.org/10.4213/tvp5037
  • https://www.mathnet.ru/eng/tvp/v60/i4/p811
    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:353
    Full-text PDF :224
    References:51
    First page:9
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024