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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/18427Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Boguslavskaya, E | - |
| dc.contributor.author | Muravey, D | - |
| dc.date.accessioned | 2019-06-13T10:54:16Z | - |
| dc.date.available | 2016-12-06 | - |
| dc.date.available | 2019-06-13T10:54:16Z | - |
| dc.date.issued | 2016-12-06 | - |
| dc.identifier.citation | Theory of Probability and its Applications, 2016, 60 (4), pp. 679 - 688 | en_US |
| dc.identifier.issn | 0040-585X | - |
| dc.identifier.issn | http://dx.doi.org/10.1137/S0040585X97T987946 | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/18427 | - |
| dc.format.extent | 679 - 688 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Society for Industrial and Applied Mathematics | en_US |
| dc.title | An explicit solution for optimal investment in Heston model | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1137/S0040585X97T987946 | - |
| dc.relation.isPartOf | Theory of Probability and its Applications | - |
| pubs.issue | 4 | - |
| pubs.publication-status | Published | - |
| pubs.volume | 60 | - |
| Appears in Collections: | Dept of Mathematics Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 268.81 kB | Adobe PDF | View/Open |
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