An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility

Salissou Moutari, Albert Nana Sandjo, Fabrice Colin

Research output: Contribution to journalArticlepeer-review

357 Downloads (Pure)
Original languageEnglish
Pages (from-to)199-218
Number of pages20
JournalJournal of Mathematical Finance
Volume7
Publication statusPublished - 31 Jan 2017

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