Yong He 0006, Peimin Chen, Lin He, Kaili Xiang, Chunchi Wu. A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility. J. Computational Applied Mathematics, 423:114993, 2023. [doi]
@article{HeCHXW23,
title = {A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility},
author = {Yong He 0006 and Peimin Chen and Lin He and Kaili Xiang and Chunchi Wu},
year = {2023},
doi = {10.1016/j.cam.2022.114993},
url = {https://doi.org/10.1016/j.cam.2022.114993},
researchr = {https://researchr.org/publication/HeCHXW23},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {423},
pages = {114993},
}