Abstract
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 14 September 2020Accepted: 05 October 2021Published online: 21 December 2021Keywordstime-inconsistency, rough volatility, functional Itô calculus, mean-variance portfolio selection, Volterra Heston modelAMS Subject Headings91G80, 91A80, 60G22, 60H20Publication DataISSN (online): 1945-497XPublisher: Society for Industrial and Applied MathematicsCODEN: sjfmbj
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