An Explicit Solution for Optimal Investment in Heston Model (Q3178733)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Explicit Solution for Optimal Investment in Heston Model |
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An Explicit Solution for Optimal Investment in Heston Model (English)
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7 December 2016
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optimal control problem
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Heston model
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Whittaker model
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