Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics (Dec 2022)

A Stochastic Maximum Principle and Cox, Ingersoll, Ross Interest Rate Model for an Optimal Investment under Partial Information

Eric K. TATIAGOUM

Affiliations

Eric K. TATIAGOUM: Department of Mathematics and Computer science, Department of Economics Policy and Analysis (2018), University of Dschang, Department of Computer science and Telecommunications, Engineering Higher National School, University of Maroua (2014), P.O. Box 242, Dschang, Cameroon

DOI: https://doi.org/10.35219/eai15840409300
Journal volume & issue: Vol. 28, no. 3
pp. 157 – 177

Abstract

No abstracts available.

Published in Annals of Dunarea de Jos University. Fascicle I : Economics and Applied Informatics

ISSN: 1584-0409 (Print)
Publisher: Dunarea de Jos University of Galati
Country of publisher: Romania
LCC subjects: Science: Mathematics: Instruments and machines: Electronic computers. Computer science; Social Sciences: Economic theory. Demography: Economics as a science
Website: http://www.eia.feaa.ugal.ro/

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