𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Useful and interesting books on water-power utilization

✍ Scribed by Ljubomir Vajda; Milan Verĉon; Elena Vuĉetiĉ; Smilja Dzakoviĉ; Radivoe Eftimiades; Božidar Jovanoviĉ; Aleksandr Konstantinoviĉ; Dejan Mandiĉ; Melentieviĉ Mirko; Vlastimir Puriĉ; Bratislav Subbanoviĉ; Josif Hvoj; Miodrag Coroviĉ

Publisher
Springer
Year
1969
Tongue
English
Weight
86 KB
Volume
3
Category
Article
ISSN
1570-1468

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal investment problem with stochast
Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility
✍ Jinzhu Li; Rong Wu 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 126 KB

## Abstract In this paper, we assume that an investor can invest his/her wealth in a bond and a stock. In our wealth model, the stochastic interest rate is described by a Cox–Ingersoll–Ross (CIR) model, and the volatility of the stock is proportional to another CIR process. We obtain a closed‐form