Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479): Difference between revisions
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Revision as of 10:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility |
scientific article |
Statements
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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