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Q4582863 - MaRDI portal

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scientific article; zbMATH DE number 6925122
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scientific article; zbMATH DE number 6925122

    Statements

    author
    Jai Heui Kim
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    Sotheara Veng
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    publication date
    24 August 2018
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    6925122
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    DOI
    10.7858/EAMJ.2018.001
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