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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 268.81 kB | Adobe PDF | View/Open |
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