An investment and consumption problem with CIR interest rate and stochastic volatility
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Publication:2015242
DOI10.1155/2013/219397zbMath1291.91189OpenAlexW2159423737WikidataQ58915599 ScholiaQ58915599MaRDI QIDQ2015242
Publication date: 23 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/219397
Stochastic models in economics (91B70) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)
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