Optimal investment with correlated stochastic volatility factors (Q6054456)
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scientific article; zbMATH DE number 7743106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with correlated stochastic volatility factors |
scientific article; zbMATH DE number 7743106 |
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Optimal investment with correlated stochastic volatility factors (English)
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28 September 2023
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asymptotic analysis
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optimal investment
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stochastic volatility
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utility maximization
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