A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
type: Item
instance of: scholarly article
title: A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
zbMATH Open document ID: 1020.93029
DOI: 10.1137/S0363012900377791
author: Ralf Korn
author: Holger Kraft
published in: SIAM Journal on Control and Optimization
publication date: 2002-06-23T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 1758229
zbMATH Keywords: optimal portfolios
zbMATH Keywords: stochastic interest rate
zbMATH Keywords: verification theorem
zbMATH Keywords: investment
MaRDI profile type: Publication
full work available at URL: s0363012900377791
OpenAlex ID: W1988324927
description: scientific article; zbMATH DE number 1758229