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Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
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Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 641-670
Persistent link: https://www.econbiz.de/10015189217
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A term structure interest rate model with the Brownian bridge lower bound
Kikuchi, Kentaro
- In:
Annals of finance
20
(
2024
)
3
,
pp. 301-328
Persistent link: https://www.econbiz.de/10015188737
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