Pages that link to "Item:Q3178733"
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The following pages link to An Explicit Solution for Optimal Investment in Heston Model (Q3178733):
Displaying 4 items.
- Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
