Optimal Portfolio for the Alpha-Hypergeometric Stochastic Volatility Model

AuthID
 P-00T-RG3
3
Author(s)
Pereira, D
Tipo de Documento
Article
Year published
2021
Publicado
in SIAM JOURNAL ON FINANCIAL MATHEMATICS, ISSN: 1945-497X
Volume: 12, Número: 1, Páginas: 226-253 (28)
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Publication Identifiers
SCOPUS: 2-s2.0-85103458352
Wos: WOS:000636315600008
Source Identifiers
ISSN: 1945-497X
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