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scientific article; zbMATH DE number 6874859
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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