Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution
Journal Articles
- Overview
- Research
- Identity
- Additional Document Info
- View All
Overview
status
publication date
- September 2012
has subject area
- 01 Mathematical Sciences (FoR)
- 14 Economics (FoR)
- 15 Commerce, Management, Tourism and Services (FoR)
- Statistics & Probability (Science Metrix)