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Title:

Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model

Document type:
Zeitschriftenaufsatz
Author(s):
Escobar M., Havrylenko Y. and Zagst R.
Non-TUM Co-author(s):
ja
Cooperation:
international
Intellectual Contribution:
Discipline-based Research
Journal title:
Working Paper submitted for publication
Journal listet in FT50 ranking:
nein
Year:
2022
WWW:
https://arxiv.org/abs/2208.14152
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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