- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar, M.; Neykova, D.; Zagst, R.
- Non-TUM Co-author(s):
- ja
- Cooperation:
- -
- Title:
- Optimal Investment in Multidimensional Markov-modulated Affine Models: Theory and Examples
- Journal title:
- Annals of Finance
- Journal listet in FT50 ranking:
- nein
- Year:
- 2015
- Journal volume:
- 11
- Journal issue:
- 3
- Pages contribution:
- 503-530
- Fulltext / DOI:
- doi:10.1007/s10436-015-0268-y
- Judgement review:
- 0
- Mission statement:
- ;
- BibTeX
versions
Shown version:
Version 1 from
21.04.2017, 07:10:08
from
Annette Wenninger
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