MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S...

Mathematical Finance 2008 Vol. 18; Iss. 3

MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION

Aleš Černý, Jan Kallsen
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Volume:
18
Year:
2008
Language:
english
Pages:
20
DOI:
10.1111/j.1467-9965.2008.00342.x
File:
PDF, 195 KB
english, 2008
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