scientific article; zbMATH DE number 6746075
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Publication:5276347
zbMath1374.91113MaRDI QIDQ5276347
Xiaoxiao Zheng, Ya Huang, Xin Zhang, Jie-Ming Zhou
Publication date: 14 July 2017
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
robust controlutility maximizationstochastic interest rateHeston modelCIR modelHamilton-Jacobi-Bellman-Isaacs equation
Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)
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