OPTIMAL ASSET ALLOCATION WITH STOCHASTIC INTEREST RATES IN REGIME-SWITCHING MODELS

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Publication:4584699

DOI10.1142/S0219024918500322zbMath1396.91708OpenAlexW2809122843MaRDI QIDQ4584699

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Publication date: 4 September 2018

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024918500322







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