MEAN-VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
Year of publication: |
2008
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Authors: | Ales ; Ccaron ; erný ; Kallsen, Jan |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 18.2008, 3, p. 473-492
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Publisher: |
Wiley Blackwell |
Saved in:
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