Work

Optimal investment in a market with borrowing, quadratic-affine interest rates, and Heston stochastic volatility

Year: 2024

Type: article

Source: Memorias del Congreso Nacional de Control Automático

DOI: 10.58571/cnca.amca.2024.045

Authors: Nuha Alasmi, Bujar Gashi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4406028775

FWCI: 1.095

Cites:

Cited by: 3

Related to: 10