误解 发表于 2025-3-21 18:33:30

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控诉 发表于 2025-3-21 23:22:13

https://doi.org/10.1007/978-3-642-17041-6Bonds; Cox-Ingersoll-Ross model; Finance; Funds; Investment; Optimal Portfolios; Portfolio; Portfolio Optim

neutralize 发表于 2025-3-22 00:40:13

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容易懂得 发表于 2025-3-22 07:41:06

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infelicitous 发表于 2025-3-22 08:54:42

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Dorsal 发表于 2025-3-22 16:02:55

Preliminaries from Stochastics,Portfolio problems in continuous time can be interpreted as control problems. To this end, in this chapter we sum up results of the theory of stochastic control which are relevant to our further considerations.

夜晚 发表于 2025-3-22 19:11:44

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Arable 发表于 2025-3-23 01:06:48

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Urologist 发表于 2025-3-23 04:48:42

Barrier Derivatives with Curved Boundaries,ant barrier. Further references are Cox/Rubinstein (1985), Rubinstein/Reiner (1991), and Carr (1995). For options with lower and upper barriers closed-form solutions are not available, but option prices can be represented by infinite series. This was shown by Kunitomo/Ikeda (1992) in the more genera

沐浴 发表于 2025-3-23 07:54:45

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查看完整版本: Titlebook: Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets; Holger Kraft Book 2004 Springer-Verlag Berlin Heidelberg 2004 Bo