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The following pages link to Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216):

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Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)

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