A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility
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Publication:2112716
DOI10.1016/j.cam.2022.114993zbMath1505.91350OpenAlexW4310863270MaRDI QIDQ2112716
Publication date: 11 January 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114993
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Cites Work
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