OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES
نویسندگان
چکیده
منابع مشابه
On optimal portfolio choice under stochastic interest rates
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ژورنال
عنوان ژورنال: Journal of the Korea Society for Industrial and Applied Mathematics
سال: 2015
ISSN: 1226-9433
DOI: 10.12941/jksiam.2015.19.417