Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework

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Publication:1793216

DOI10.1155/2016/4823451zbMath1400.91533OpenAlexW2426322965WikidataQ59131393 ScholiaQ59131393MaRDI QIDQ1793216

Xue-Yan Li, Hao Chang

Publication date: 12 October 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/4823451




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