Optimal investment strategies in a CIR framework (Q2725291): Difference between revisions

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Latest revision as of 21:22, 19 December 2024

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Optimal investment strategies in a CIR framework
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    Optimal investment strategies in a CIR framework (English)
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    18 July 2002
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    Cox-Ingersoll-Ross dynamics
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    consumption-investment strategy
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    stochastic interest rate
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    stochastic optimization
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