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"Optimal Portfolio for the α-Hypergeometric Stochastic Volatility Model."

Fernanda Cipriano, Nuno F. M. Martins, Diogo Pereira (2021)

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DOI: 10.1137/19M1299165

access: closed

type: Journal Article

metadata version: 2021-10-14

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Fernanda Cipriano, Nuno F. M. Martins, Diogo Pereira:
Optimal Portfolio for the α-Hypergeometric Stochastic Volatility Model. SIAM J. Financial Math. 12(1): 226-253 (2021)

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