Asset allocation under stochastic interest rate with regime switching
| Year of publication: |
2012
|
|---|---|
| Authors: | Shen, Yang ; Siu, Tak Kuen |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 4, p. 1126-1137
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