Optimal portfolio choice in the bond market
Year of publication: |
2006
|
---|---|
Authors: | Ringer, Nathanael ; Tehranchi, Michael |
Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 4, p. 553-573
|
Publisher: |
Springer |
Subject: | Term structure of interest rates | Malliavin calculus | Utility maximization | Infinite-dimensional stochastic processes |
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