Optimal investment strategies in a CIR framework (Q2725291)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies in a CIR framework |
scientific article |
Statements
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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