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Utility maximization in a stochastic affine interest rate and CIR risk premium framework : a BSDE approach
Zhang, Yumo
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10014321379
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Robust non-zero-sum investment-consumption games under multivariate stochastic covariance models
Zhang, Yumo
;
Zhu, Huainian
- In:
The quarterly review of economics and finance
100
(
2025
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015405512
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