No label defined (Q4641032)

From MaRDI portal
Revision as of 15:58, 7 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 6874859
Language Label Description Also known as
English
No label defined
scientific article; zbMATH DE number 6874859

    Statements

    author
    Juan Ma
    0 references
    Shunhou Fan
    0 references
    Hao Chang
    0 references
    publication date
    25 May 2018
    0 references
    zbMATH Keywords
    Heston's stochastic volatility
    0 references
    liability process
    0 references
    dynamic portfolio selection
    0 references
    HARA utility function
    0 references
    Legendre transformation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    60H30
    0 references
    90C39
    0 references
    zbMATH DE Number
    6874859
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4641032&oldid=18833163"
    Powered by MediaWiki