Intelligent algorithm of optimal investment model under stochastic interest rate and stochastic volatility
Author:
Affiliation:
1. School of Economics, Xihua University, Chengdu, China
2. Anderson College of Business, Regis University, USA
3. Faculty of Commerce, Mansoura University, Egypt
Publisher
IOS Press
Subject
Artificial Intelligence,General Engineering,Statistics and Probability
Reference26 articles.
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5. On study of a foreign investor’s investment with random exchange rate under Knightian uncertainty;Fei;Journal of Management Sciences in China,2016
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