A stability result for the HARA class with stochastic interest rates
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 33 (2003)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Jung, Eun Ju & Kim, Jai Heui, 2012. "Optimal investment strategies for the HARA utility under the constant elasticity of variance model," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 667-673.
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