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10th International Conference on Stochastic Methods
June 5, 2025
13:00–13:15
, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
A new numerical algorithm to solve the portfolio optimal control problem in the Heston model
A. A. Chubatov
Supplementary materials:
Adobe PDF
1.3 Mb
Supplementary materials:
2025_06_05_ICSM_10_Chubatov_A___26slides.pdf
(1.3 Mb)
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, 2025
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