Advanced strategies of portfolio management in the Heston market model

DOI10.1016/j.physa.2021.125978OpenAlexW3046022318MaRDI QIDQ2069087

Janusz Szwabiński, Jarosław Gruszka

Publication date: 20 January 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.13879

zbMATH Keywords

portfolio managementdiversificationMACDRSI

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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