Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169): Difference between revisions
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Revision as of 22:59, 5 March 2024
scientific article; zbMATH DE number 2237356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility |
scientific article; zbMATH DE number 2237356 |
Statements
Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (English)
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9 December 2005
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optimal portfolios
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stochastic volatility
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Heston model
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