BibTeX record journals/jcam/HeCHXW23

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@article{DBLP:journals/jcam/HeCHXW23,
  author       = {Yong He and
                  Peimin Chen and
                  Lin He and
                  Kaili Xiang and
                  Chunchi Wu},
  title        = {A dynamic Heston local-stochastic volatility model and Legendre transform
                  dual-asymptotic solution for optimal investment strategy problems
                  with {CARA} utility},
  journal      = {J. Comput. Appl. Math.},
  volume       = {423},
  pages        = {114993},
  year         = {2023},
  url          = {https://doi.org/10.1016/j.cam.2022.114993},
  doi          = {10.1016/J.CAM.2022.114993},
  timestamp    = {Tue, 31 Jan 2023 20:45:02 +0100},
  biburl       = {https://dblp.org/rec/journals/jcam/HeCHXW23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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