Mathematical finance. 2008;18(3):473-492. doi: 10.1111/j.1467-9965.2008.00342.x Q22.42025
MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
DOI: 10.1111/j.1467-9965.2008.00342.x
摘要
Mathematical finance. 2008;18(3):473-492. doi: 10.1111/j.1467-9965.2008.00342.x Q22.42025
DOI: 10.1111/j.1467-9965.2008.00342.x
摘要