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scientific article; zbMATH DE number 6874859
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| English | No label defined |
scientific article; zbMATH DE number 6874859 |
Statements
25 May 2018
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Heston's stochastic volatility
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liability process
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dynamic portfolio selection
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HARA utility function
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Legendre transformation
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0.9103155
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0.90287685
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0.8665515
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0.8650368
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0.86468935
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0.8588394
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0.8587593
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0.8578681
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0.85562783
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