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Optimal Consumption and Investment Strategies with Stochastic Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.269475
◽
2001
◽
Cited By ~ 1
Author(s):
Claus Munk
◽
Carsten Sørensen
Keyword(s):
Interest Rates
◽
Optimal Consumption
◽
Investment Strategies
◽
Stochastic Interest Rates
◽
Stochastic Interest
◽
Optimal Consumption And Investment
Download Full-text
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Cited By
References
Optimal consumption and investment strategies with stochastic interest rates
Journal of Banking & Finance
◽
10.1016/j.jbankfin.2003.07.002
◽
2004
◽
Vol 28
(8)
◽
pp. 1987-2013
◽
Cited By ~ 71
Author(s):
Claus Munk
◽
Carsten Sørensen
Keyword(s):
Interest Rates
◽
Optimal Consumption
◽
Investment Strategies
◽
Stochastic Interest Rates
◽
Stochastic Interest
◽
Optimal Consumption And Investment
Download Full-text
An evaluation of some popular investment strategies under stochastic interest rates
Mathematics and Computers in Simulation
◽
10.1016/j.matcom.2012.10.006
◽
2013
◽
Vol 94
◽
pp. 96-108
◽
Cited By ~ 3
Author(s):
James J. Kung
◽
E-Ching Wu
Keyword(s):
Interest Rates
◽
Investment Strategies
◽
Stochastic Interest Rates
◽
Stochastic Interest
Download Full-text
Optimal investment strategies in an international economy with stochastic interest rates
International Review of Economics & Finance
◽
10.1016/j.iref.2009.04.001
◽
2010
◽
Vol 19
(1)
◽
pp. 145-165
◽
Cited By ~ 4
Author(s):
Linda Sandris Larsen
Keyword(s):
Interest Rates
◽
Optimal Investment
◽
International Economy
◽
Investment Strategies
◽
Stochastic Interest Rates
◽
Stochastic Interest
Download Full-text
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
10.1007/978-3-642-17041-6
◽
2004
◽
Cited By ~ 7
Author(s):
Holger Kraft
Keyword(s):
Interest Rates
◽
Stochastic Interest Rates
◽
Optimal Portfolios
◽
Stochastic Interest
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Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit Contracts
SSRN Electronic Journal
◽
10.2139/ssrn.1283186
◽
2008
◽
Author(s):
Francois Quittard-Pinon
◽
Rivo A Randrianarivony
Keyword(s):
Interest Rates
◽
Stochastic Interest Rates
◽
Stochastic Interest
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A Note on Exchange Options Under Stochastic Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.1626020
◽
2010
◽
Cited By ~ 1
Author(s):
Carole Bernard
◽
Zhenyu Cui
Keyword(s):
Interest Rates
◽
Stochastic Interest Rates
◽
Stochastic Interest
◽
Exchange Options
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Dynamic Model of Pension Savings Management with Stochastic Interest Rates and Stock Returns
SSRN Electronic Journal
◽
10.2139/ssrn.1635879
◽
2010
◽
Author(s):
Igor Melichercik
◽
Daniel Sevcovic
Keyword(s):
Interest Rates
◽
Stock Returns
◽
Dynamic Model
◽
Stochastic Interest Rates
◽
Stochastic Interest
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A Hybrid Model for Equity Indices and Stochastic Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2173273
◽
2012
◽
Author(s):
Jan F. Baldeaux
◽
Man Chung Fung
◽
Katja Ignatieva
◽
Eckhard Platen
Keyword(s):
Interest Rates
◽
Hybrid Model
◽
Stochastic Interest Rates
◽
Stochastic Interest
◽
Equity Indices
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Dynamic Asset Allocation Under VAR Constraint with Stochastic Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2324172
◽
2008
◽
Author(s):
Donatien Hainaut
Keyword(s):
Interest Rates
◽
Asset Allocation
◽
Stochastic Interest Rates
◽
Dynamic Asset Allocation
◽
Stochastic Interest
Download Full-text
Revisiting the Classical Models: Black-Scholes and Heston With Stochastic Interest Rates and Term Structure of Volatilities
SSRN Electronic Journal
◽
10.2139/ssrn.3192823
◽
2018
◽
Author(s):
Alberto Bueno-Guerrero
Keyword(s):
Interest Rates
◽
Term Structure
◽
Stochastic Interest Rates
◽
Stochastic Interest
◽
Black Scholes
◽
Classical Models
Download Full-text
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