Optimal portfolios with anticipating information on the stochastic interest rate

Fuente: arXiv

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Bibliographic Details
Main Authors:	D'Auria, Bernardo, Salmerón, José Antonio
Format:	Preprint
Published:	2017
Subjects:	Pricing of Securities Probability 60G44, 91B42, 93E11, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1711.03642