Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:59, 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)
0 references
9 December 2005
0 references
optimal portfolios
0 references
stochastic volatility
0 references
Heston model
0 references
