Stochastic volatility for utility maximizers - A martingale approach
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Article number | 1850007 |
| Journal | International Journal of Financial Engineering |
| Volume | 5 |
| Issue number | 1 |
| ISSN | 2345-7686 |
| DOIs | |
| Publication status | Published - 2018 |
- Merton's portfolio problem, stochastic volatility: Heston model, Martingale approach
Research areas
ID: 202196222