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Published Articles with Keyword: CIR interest rate
- Title: Dynamics Optimal Portfolios with CIR Interest Rate Under a Heston Model
Authors: Wei-Jia Liu, Shun-Hou Fan, Hao Chang
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Published in WSEAS Transactions on Systems and Control, Volume 10, 2015 - Title: Utility Portfolio Optimization with Liability and Multiple Risky Assets under the Extended CIR Model
Authors: Hao Chang, Ji-Mei Lu
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Published in WSEAS Transactions on Systems and Control, Volume 9, 2014