Department of Mathematics & Computer Science, Laurentian University, Sudbury, Canada
Department of Mathematics & Computer Science, Laurentian University, Sudbury, Canada
School of Mathematics and Physics, Queen’s University Belfast, Belfast, UK
Copyright © 2017 Albert N. Sandjo, Fabrice Colin, Salissou Moutari et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Sandjo, A. , Colin, F. and Moutari, S. (2017) An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility.
Journal of Mathematical Finance,
7, 199-218. doi:
10.4236/jmf.2017.71011.