"A dynamic Heston local-stochastic volatility model and Legendre transform ..."

Yong He et al. (2023)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2022.114993

access: closed

type: Journal Article

metadata version: 2023-01-31

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/HeCHXW23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/HeCHXW23
Yong He, Peimin Chen, Lin He, Kaili Xiang, Chunchi Wu:
A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility. J. Comput. Appl. Math. 423: 114993 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.