A stability result for the HARA class with stochastic interest rates. (Q1423345)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stability result for the HARA class with stochastic interest rates. |
scientific article |
Statements
A stability result for the HARA class with stochastic interest rates. (English)
0 references
14 February 2004
0 references
stochastic optimization
0 references
martingale representation theorem
0 references
stochastic interest
0 references
rates
0 references
equicontinuity
0 references
0 references
0 references
