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Timeline
Chapter title |
Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models
|
---|---|
Chapter number | 17 |
Book title |
Modeling, Stochastic Control, Optimization, and Applications
|
Published by |
Springer, Cham, January 2019
|
DOI | 10.1007/978-3-030-25498-8_17 |
Book ISBNs |
978-3-03-025497-1, 978-3-03-025498-8
|
Authors |
R. H. Liu, D. Ren |