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UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS
KALLSEN, JAN, MUHLE-KARBE, JOHANNESVolume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910005851
Date:
May, 2010
File:
PDF, 263 KB
english, 2010