Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates
Hiroaki Hata and Jun Sekine
| Year of publication: |
2006
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|---|---|
| Authors: | Hata, Hiroaki ; Sekine, Jun |
| Published in: |
Advances in mathematical economics. - Tokyo : Springer, ISSN 1866-2226, ZDB-ID 15004272. - Vol. 8.2006, p. 231-255
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| Type of publication: | Article |
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| Language: | English |
| Notes: | Erratum. // 10 (2007), S. 121-122 |
| Source: |
Persistent link: https://www.econbiz.de/10009902278