Geodesic
An explicit solution for optimal investment in Heston model
Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 4, pp. 811-819

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     author = {E. B. Boguslavskaya and D. Muravey},
     title = {An explicit solution for optimal investment in {Heston} model},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {811--819},
     publisher = {mathdoc},
     volume = {60},
     number = {4},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a9/}
}
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E. B. Boguslavskaya; D. Muravey. An explicit solution for optimal investment in Heston model. Teoriâ veroâtnostej i ee primeneniâ, Tome 60 (2015) no. 4, pp. 811-819. http://geodesic.mathdoc.fr/item/TVP_2015_60_4_a9/