Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2015, Volume 60, Issue 4, Pages 811–819
DOI: https://doi.org/10.4213/tvp5037 (Mi tvp5037) 		 
This article is cited in 12 scientific papers (total in 12 papers)

Short Communications

An explicit solution for optimal investment in Heston model

E. B. Boguslavskayaa, D. Muraveyb

a Brunel University
b International Laboratory of Quantitative Finance, National Research University Higher School of Economics, Moscow
Full-text PDF (169 kB) Citations (12)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp5037
Funding agency Grant number
Правительство РФ 14.A12.31.0007
Daphne Jackson Fellowship
Received: 10.10.2015
English version:
Theory of Probability and its Applications, 2016, Volume 60, Issue 4, Pages 679–688
DOI: https://doi.org/10.1137/S0040585X97T987946
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. B. Boguslavskaya, D. Muravey, “An explicit solution for optimal investment in Heston model”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 811–819; Theory Probab. Appl., 60:4 (2016), 679–688
Citation in format AMSBIB
\Bibitem{BogMur15}
\by E.~B.~Boguslavskaya, D.~Muravey
\paper An explicit solution for optimal investment in Heston model
\jour Teor. Veroyatnost. i Primenen.
\yr 2015
\vol 60
\issue 4
\pages 811--819
\mathnet{http://mi.mathnet.ru/tvp5037}
\crossref{https://doi.org/10.4213/tvp5037}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3583455}
\elib{https://elibrary.ru/item.asp?id=25865578}
\transl
\jour Theory Probab. Appl.
\yr 2016
\vol 60
\issue 4
\pages 679--688
\crossref{https://doi.org/10.1137/S0040585X97T987946}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000391113200010}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85006274253}
Linking options:
  • https://www.mathnet.ru/eng/tvp5037
  • https://doi.org/10.4213/tvp5037
  • https://www.mathnet.ru/eng/tvp/v60/i4/p811
    • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025