An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility

Salissou Moutari, Albert Nana Sandjo, Fabrice Colin

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Original language	English
Pages (from-to)	199-218
Number of pages	20
Journal	Journal of Mathematical Finance
Volume	7
Publication status	Published - 31 Jan 2017

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An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility
© 2017 The Authors. This is an open access article published under a Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium, provided the author and source are cited.
Final published version, 1.89 MBLicence: CC BY

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title = "An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility",

author = "Salissou Moutari and Sandjo, {Albert Nana} and Fabrice Colin",

year = "2017",

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day = "31",

language = "English",

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