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scientific article; zbMATH DE number 6925122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6925122 |
Statements
24 August 2018
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portfolio optimization
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two-factor Heston's model
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stochastic volatility
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asymptotic analysis
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HARA utility
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