MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286): Difference between revisions

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Latest revision as of 15:13, 28 June 2024

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MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
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    MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (English)
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    21 August 2008
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    mean-variance hedging
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    stochastic volatility
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    Heston's model
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    affine process
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    option pricing
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    optimal investment
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