scientific article; zbMATH DE number 7112423
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Publication:5195401
DOI10.13195/j.kzyjc.2017.1133zbMath1438.91104MaRDI QIDQ5195401
Chun-Feng Wang, Hao Chang, Zhen-Ming Fang
Publication date: 2 October 2019
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Heston modelexponential utilitypower utilityoptimal portfoliosdefined-contribution pension fundaffine interest rate
Utility theory (91B16) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10) Actuarial mathematics (91G05)
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