"Polynomial affine approach to HARA utility maximization with applications ..."

Yichen Zhu, Marcos Escobar-Anel (2022)

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DOI: 10.1016/J.AMC.2021.126836

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type: Journal Article

metadata version: 2025-03-03

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Yichen Zhu, Marcos Escobar-Anel:
Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4/2 models. Appl. Math. Comput. 418: 126836 (2022)

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