A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates (Q4537784)
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scientific article; zbMATH DE number 1758229
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| English | A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates |
scientific article; zbMATH DE number 1758229 |
Statements
A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates (English)
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23 June 2002
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optimal portfolios
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stochastic interest rate
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verification theorem
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investment
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0.852802574634552
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0.8502150177955627
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0.840499997138977
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0.8360640406608582
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