Pages that link to "Item:Q3455473"
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The following pages link to Optimal consumption problem in the Vasicek model (Q3455473):
Displaying 7 items.
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
- Legendre transform-dual solution for investment and consumption problem under the Vasicek model (Q890628) (← links)
- Consumption and investment with interest rate risk (Q2633849) (← links)
- A note on optimal consumption and investment in a geometric Ornstein-Uhlenbeck market (Q2909820) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521) (← links)