Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates
Hiroaki Hata and Jun Sekine
| Year of publication: |
2006
|
|---|---|
| Authors: | Hata, Hiroaki ; Sekine, Jun |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 8.2006, p. 231-255
|
| Subject: | Theorie | Theory | Zins | Interest rate | Zinsstruktur | Yield curve | Investition | Investment | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum. // 10 (2007), S. 121-122 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003308963