PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV...

International Journal of Theoretical and Applied Finance 2015 / 08 Vol. 18; Iss. 5

PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING

ESCOBAR, MARCOS, NEYKOVA, DANIELA, ZAGST, RUDI
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Volume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024915500302
Date:
August, 2015
File:
PDF, 903 KB
english, 2015
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