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"A Stochastic Control Approach to Portfolio Problems with Stochastic ..."

Ralf Korn, Holger Kraft (2002)

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DOI: 10.1137/S0363012900377791

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/KornK02
Ralf Korn, Holger Kraft:
A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates. SIAM J. Control. Optim. 40(4): 1250-1269 (2002)

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