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"Optimal Portfolio for the α-Hypergeometric Stochastic Volatility Model."
Fernanda Cipriano, Nuno F. M. Martins, Diogo Pereira (2021)
- Fernanda Cipriano, Nuno F. M. Martins, Diogo Pereira:
Optimal Portfolio for the α-Hypergeometric Stochastic Volatility Model. SIAM J. Financial Math. 12(1): 226-253 (2021)
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