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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