Optimal Investment Consumption Model with CIR Interest Rate

Shuping Wan. Optimal Investment Consumption Model with CIR Interest Rate. In Luiza de Macedo Mourelle, Nadia Nedjah, Janusz Kacprzyk, Ajith Abraham, editors, Seventh International Conference on Intelligent Systems Design and Applications, ISDA 2007, Rio de Janeiro, Brazil, October 20-24, 2007. pages 416-420, IEEE Computer Society, 2007. [doi]

Abstract

Abstract is missing.