A new stochastic factor model: general explicit solutions
type: Item
instance of: scholarly article
title: A new stochastic factor model: general explicit solutions
zbMATH Open document ID: 1183.91160
author: Moawia Alghalith
published in: Applied Mathematics Letters
publication date: 2010-02-12T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 5669232
zbMATH Keywords: portfolio
zbMATH Keywords: investment
zbMATH Keywords: stochastic factor
zbMATH Keywords: optimization
MaRDI profile type: Publication
full work available at URL: j.aml.2009.07.011
OpenAlex ID: W2079273379
cites work: Q5506195
cites work: Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients
cites work: Q3160501
cites work: Q5506194
DOI: 10.1016/J.AML.2009.07.011
description: scientific article; zbMATH DE number 5669232