Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models

Yichen Zhu, Marcos Escobar-Anel. Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models. Applied Mathematics and Computation, 418:126836, 2022. [doi]

Abstract

Abstract is missing.