Pages that link to "Item:Q1793216"
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The following pages link to Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216):
Displaying 3 items.
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)