scientific article; zbMATH DE number 5504783

MaRDI QIDQ3597864zbMATH OpenFDO

Authors Zhaojun Yang, Zhi-Zhong Li, Jiezhong Zou

Publication date 9 February 2009

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Cited in

(1)

• Optimal portfolio strategies with a liability and random risk: the case of different lending and borrowing rates.

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