Fibrin 发表于 2025-3-23 11:07:26
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Holger Kraftstrumente verstanden, die spezifisch für die kaufmännische oder volkswirtschaftliche Tätigkeit entwickelt wurden, aber nicht in eine umfassende Theorie eingebettet sind, also z. B. kaufmännische Buchführung, Rechnungswesen, Investitionsrechnung, oder auch volkswirtschaftliche Gesamtrechnung, PensionDesert 发表于 2025-3-23 21:50:44
http://reply.papertrans.cn/71/7030/702908/702908_13.png追逐 发表于 2025-3-23 22:37:50
0075-8442 io problems with stochastic interest rates and portfolio problems with defaultable assets. The starting point for my research was the paper "A stochastic control ap proach to portfolio problems with stochastic interest rates" (jointly with Ralf Korn), in which we solved portfolio problems given a V残酷的地方 发表于 2025-3-24 03:16:26
http://reply.papertrans.cn/71/7030/702908/702908_15.png整洁 发表于 2025-3-24 06:38:32
Optimal Portfolios with Stochastic Interest Rates,inistic interest rates. Our main objective in the current chapter is to overcome this restriction. Therefore, we analyze portfolio problems in which the interest rate dynamics of the economy can be described by the Vasicek model, the Dothan model, the Black-Karasinski model, or the Cox-Ingersoll-Ros水土 发表于 2025-3-24 12:07:48
http://reply.papertrans.cn/71/7030/702908/702908_17.png相容 发表于 2025-3-24 16:05:11
http://reply.papertrans.cn/71/7030/702908/702908_18.pngCHOP 发表于 2025-3-24 21:21:16
0075-8442 imization which is presented in Chapter 3. However, this way of tackling portfolio problems is not restricted to portfolio problems with default able assets onl978-3-540-21230-0978-3-642-17041-6Series ISSN 0075-8442 Series E-ISSN 2196-9957连锁 发表于 2025-3-25 01:57:44
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