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Q5195401 - MaRDI portal

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scientific article; zbMATH DE number 7112423
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English
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scientific article; zbMATH DE number 7112423

    Statements

    author
    Hao Chang
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    Chun-Feng Wang
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    Zhen-Ming Fang
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    publication date
    2 October 2019
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    zbMATH Keywords
    affine interest rate
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    Heston model
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    defined-contribution pension fund
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    power utility
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    exponential utility
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    optimal portfolios
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    91G30
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    91G10
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    91B16
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    zbMATH DE Number
    7112423
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