Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model (Q4987715): Difference between revisions

@@ Property / author @@
-Fernanda Cipriano
@@ Property / author: Fernanda Cipriano / rank @@
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@@ Property / author @@
+Fernanda Cipriano
@@ Property / author: Fernanda Cipriano / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Stochastic calculus. An introduction through theory and exercises
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+The \(\alpha\)-hypergeometric stochastic volatility model
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Probability theory. A comprehensive course
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@@ Property / full work available at URL @@
+https://doi.org/10.1137/19m1299165
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@@ Property / OpenAlex ID @@
+W3131709467
@@ Property / OpenAlex ID: W3131709467 / rank @@
+Normal rank