✦ LIBER ✦
Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation
✍ Scribed by Bielecki, Tomasz R.; Pliska, Stanley R.; Sheu, Shuenn-Jyi
- Book ID
- 118205010
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2005
- Tongue
- English
- Weight
- 297 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0363-0129
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