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Optimal investment strategy under the CEV model with stochastic interest rate - MaRDI portal

Optimal investment strategy under the CEV model with stochastic interest rate

From MaRDI portal
Publication:6534599

DOI10.1155/2020/7489174zbMATH Open1544.91286MaRDI QIDQ6534599

Pei-Min Chen, Unnamed Author

Publication date: 7 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)






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