Optimal investment under multi-factor stochastic volatility
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Publication:4555076
DOI10.1080/14697688.2016.1202440zbMath1402.91688OpenAlexW3123946338MaRDI QIDQ4555076
Marcos Escobar, Sebastian E. Ferrando, Alexey N. Rubtsov
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1202440
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