Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach
Crossref DOI link: https://doi.org/10.1007/s10203-022-00374-x
Published Online: 2022-09-20
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Yumo http://orcid.org/0000-0003-0915-5116
Text and Data Mining valid from 2022-09-20
Version of Record valid from 2022-09-20
Article History
Received: 9 June 2021
Accepted: 7 September 2022
First Online: 20 September 2022
Declarations
:
: No potential conflict of interest was reported by the author(s).