Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18427
Title: | An explicit solution for optimal investment in Heston model |
Authors: | Boguslavskaya, E Muravey, D |
Issue Date: | 6-Dec-2016 |
Publisher: | Society for Industrial and Applied Mathematics |
Citation: | Theory of Probability and its Applications, 2016, 60 (4), pp. 679 - 688 |
URI: | http://bura.brunel.ac.uk/handle/2438/18427 |
DOI: | http://dx.doi.org/10.1137/S0040585X97T987946 |
ISSN: | 0040-585X http://dx.doi.org/10.1137/S0040585X97T987946 |
Appears in Collections: | Dept of Mathematics Research Papers |
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