Portfolio Optimization in Fractional and Rough Heston Models

Portfolio Optimization in Fractional
and Rough Heston Models

Nicole Bäuerle Department of Mathematics, Karlsruhe Institute of Technology (KIT), D-76128 Karlsruhe, Germany nicole.baeuerle@kit.edu  and  Sascha Desmettre Department of Mathematics, TU Kaiserslautern (TUK), D-67663 Kaiserslautern, Germany desmettre@mathematik.uni-kl.de missing
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