Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479): Difference between revisions

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Latest revision as of 19:56, 3 July 2024

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Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility
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    Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (English)
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    22 February 2011
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    optimal investment problem
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    stochastic interest rate
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    stochastic volatility
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    power utility
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    Cox-Ingersoll-Ross model
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