Utility Maximization in Multivariate Volterra Models

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	52 - 98
Number of pages	47
Journal	SIAM Journal on Financial Mathematics
Volume	14
Issue number	1
DOIs	https://doi.org/10.1137/21M1464543
Publication status	Published - Feb 2023

Fields of science

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title = "Utility Maximization in Multivariate Volterra Models",

author = "Florian Aichinger and Sascha Desmettre",

year = "2023",

month = feb,

doi = "10.1137/21M1464543",

language = "English",

volume = "14",

pages = "52 -- 98",

journal = "SIAM Journal on Financial Mathematics",

number = "1",

}

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AU - Aichinger, Florian

AU - Desmettre, Sascha

PY - 2023/2

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U2 - 10.1137/21M1464543

DO - 10.1137/21M1464543

M3 - Article

VL - 14

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EP - 98

JO - SIAM Journal on Financial Mathematics

JF - SIAM Journal on Financial Mathematics

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