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Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lin, Minglian, SenGupta, Indranil
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance 91G10, 93E20, 60G15
Online Access:	Acceder al recurso
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