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An Optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments

Sección: Artículos
Título: An Optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments / Mohamed Badaoui, Begoña FernándezAutor: Badaoui, Mohamed
Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/07/2013 Volumen 53 Número 1 - julio 2013 Otras clasificaciones: 6
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