@article{constrainedportfoliosinincompletemarkets,
  title = {Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model},
  author = {Marcos Escobar-Anel and Yevhen Havrylenko and Rudi Zagst},
  year = {2022},
  eprint = {2208.14152},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2208.14152v3},
}