Optimal investment in multidimensional Markov-modulated affine models
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Publication:902185
DOI10.1007/s10436-015-0268-yzbMath1371.91162OpenAlexW2149590736MaRDI QIDQ902185
Marcos Escobar, Daniela Neykova, Rudi Zagst
Publication date: 7 January 2016
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-015-0268-y
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