Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/35537

Title:	Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates
Authors:	Bielecki, Tomasz R. Pliska, Stanley R. Sheu, Shuenn-Jyi
Issue Date:	2003
Relation:	SIAM J. Control Optim. 44(5), 1811-1843
URI:	http://ir.sinica.edu.tw/handle/201000000A/35537
Appears in Collections:	數學研究所

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