A stability result for the HARA class with stochastic interest rates. (Q1423345)
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scientific article; zbMATH DE number 2041762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stability result for the HARA class with stochastic interest rates. |
scientific article; zbMATH DE number 2041762 |
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A stability result for the HARA class with stochastic interest rates. (English)
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14 February 2004
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stochastic optimization
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martingale representation theorem
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stochastic interest
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rates
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equicontinuity
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0.86101836
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0.84588706
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0.84090954
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0.83803666
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