The investor problem based on the HJM model (Q5028970)
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scientific article; zbMATH DE number 7472572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The investor problem based on the HJM model |
scientific article; zbMATH DE number 7472572 |
Statements
The investor problem based on the HJM model (English)
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11 February 2022
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Merton problem
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HJM model
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portfolio immunization
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optimal consumption
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interest rate
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rolling bond
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G2++ model
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