@article{portfoliooptimizationinfractionaland,
  title = {Portfolio Optimization in Fractional and Rough Heston Models},
  author = {Nicole Bäuerle and Sascha Desmettre},
  year = {2018},
  eprint = {1809.10716},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1809.10716v2},
}