A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
- 作者Korn, Ralf; Kraft, Holger
- 卷第40卷
- 期第4期
- 印刷ISSN0363-0129
- 文件大小211.76KB
- 发表时间2002
- DOI10.1137/s0363012900377791
Book ReviewsWhybray, R.N.; Davies, M.; Thompson, M. B.; Morgan, R.; Proctor, J.; Slater, G.; Brooks, P. N.; Brooks, P. N.; Webster, T.; Cresswell, A.; Law, J.; Hudson, W.D.; Ward, G.; James, J. M.; Leaman, O.; Sturch, R.; Bishop, P. D. · The Expository Times · 1998
Minitab macros for multivariate analysisE.E. Bassett; S.P. Brooks; ByronJ.T. Morgan · 1994
The Authors Responded as Follows:Steve Brooks; Byron Morgan; Martin Ridout · 2000
Optimization Using Simulated AnnealingS. P. Brooks and B. J. T. Morgan · Journal of the Royal Statistical Society. Series D (The Statistician) · 1995
Bayesian Animal Survival EstimationS. P. Brooks, E. A. Catchpole and B. J. T. Morgan · Statistical Science · 2000
Mitochondrial cardiomyopathyMORGAN, K. G.; HASLETON, P. S.; BROOKS, N. H.; CURRY, A.; WALTER, J.; CUMMING, W. J. K. · European Heart Journal · 1996
BIOLOGICAL SYSTEM COMPONENTSFeinendegen, Ludwig E.; Brooks, Antone L.; Morgan, William F. · Health Physics · 2011
INTRODUCTIONFeinendegen, Ludwig E.; Brooks, Antone L.; Morgan, William F. · Health Physics · 2011