OPTIMAL INVESTMENT AND CONSUMPTION MODEL WITH STOCHASTIC INTEREST RATE ON A FINITE TIME HORIZON

SONG Jingjing,BI Xiuchun,ZHANG Shuguang

Journal of Systems Science and Mathematical Sciences ›› 2014, Vol. 34 ›› Issue (8) : 914-924.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2014, Vol. 34 ›› Issue (8) : 914-924. DOI: 10.12341/jssms12387

OPTIMAL INVESTMENT AND CONSUMPTION MODEL WITH STOCHASTIC INTEREST RATE ON A FINITE TIME HORIZON

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2014, 34(8): 914-924 https://doi.org/10.12341/jssms12387

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