Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates
Year of publication: |
2006
|
---|---|
Authors: | Hata, Hiroaki ; Sekine, Jun |
Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 8.2006, p. 231-255
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Zins | Interest rate | Portfolio-Management | Portfolio selection |
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