Optimal investment strategies in a CIR framework (Q2725291): Difference between revisions
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Latest revision as of 21:22, 19 December 2024
scientific article
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English | 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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