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Article Title
Viscosity Solutions of Stochastic HJB Equations for Utility Maximization in Fractional SABR Models
Authored by
Abel ZONGO
Departement de Mathematiques, Universite Joseph KI-ZERBO, 03 BP 7021, Ouagadougou, Burkina Faso.
Frederic NIKIEMA
Departement de Mathematiques, Ecole Normale Superieure, 01 BP 1757, Ouagadougou 01, Burkina Faso.