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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
Portfolio problem for the α−hypergeometric stochastic volatility model with consumption

Participants in the publication
João Boto (Author)
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA
 Dep. Matemática
 CMAFcIO
 Fernanda Cipriano (Author)
Paulo Rocha (Author)
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA
Date of Publication
2025-03

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Journal of Mathematical Analysis and Applications

Publication Identifiers
ISSN - 0022-247X

Publisher
Elsevier BV

Volume
543
Number
2

Starting page
128891

Document Identifiers
DOI - https://doi.org/10.1016/j.jmaa.2024.128891
URL - https://doi.org/10.1016/j.jmaa.2024.128891

Rankings
Web Of Science Q1 (2023) - 1.2 - MATHEMATICS
SCIMAGO Q1 (2022) - 0.833 - Analysis


Export

APA
João Boto, Fernanda Cipriano, Paulo Rocha, (2025). Portfolio problem for the α−hypergeometric stochastic volatility model with consumption. Journal of Mathematical Analysis and Applications, 543, ISSN 0022-247X. eISSN . https://doi.org/10.1016/j.jmaa.2024.128891

IEEE
João Boto, Fernanda Cipriano, Paulo Rocha, "Portfolio problem for the α−hypergeometric stochastic volatility model with consumption" in Journal of Mathematical Analysis and Applications, vol. 543, 2025. 10.1016/j.jmaa.2024.128891

BIBTEX
@article{64163, author = {João Boto and Fernanda Cipriano and Paulo Rocha}, title = {Portfolio problem for the α−hypergeometric stochastic volatility model with consumption}, journal = {Journal of Mathematical Analysis and Applications}, year = 2025, volume = 543 }