Optimal investment in multidimensional Markov-modulated...

Annals of Finance 2015 / 11 Vol. 11; Iss. 3-4

Optimal investment in multidimensional Markov-modulated affine models

Neykova, Daniela, Escobar, Marcos, Zagst, Rudi
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Volume:
11
Language:
english
Journal:
Annals of Finance
DOI:
10.1007/s10436-015-0268-y
Date:
November, 2015
File:
PDF, 1.04 MB
english, 2015
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