Browse/Search Results: 1-2 of 2

Selected(0)Clear Items/Page: Sort:
	A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility Journal article Journal of Computational and Applied Mathematics,2023, volume: 423 Authors: He, Yong; Chen, Peimin; He, Lin; Xiang, Kaili; Wu, Chunchi Favorite \| View/Download：4/0 \| Submit date：2025/03/25 Asymptotic expansion technique Dual method HLSV model Legendre transformation
	Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model Journal article Optimization,2022, volume: 71, issue: 15, pages: 4603-4633 Authors: He, Yong; Xiang, Kaili; Chen, Peimin; Wu, Chunchi Favorite \| View/Download：3/0 \| Submit date：2025/03/25 asymptotic expansion technique dual method Extended CEV model legendre transformation