"Utility Maximization in Multivariate Volterra Models."

Florian Aichinger, Sascha Desmettre (2023)

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DOI: 10.1137/21M1464543

access: closed

type: Journal Article

metadata version: 2023-09-30

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Florian Aichinger, Sascha Desmettre:
Utility Maximization in Multivariate Volterra Models. SIAM J. Financial Math. 14(1): 52-98 (2023)

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