Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
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Publication:5711169
DOI10.1080/14697680500149503zbMath1134.91438MaRDI QIDQ5711169
Publication date: 9 December 2005
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680500149503
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