Kevin N. C. NJOKU, Bright O. OSU

Effect of Inflation on Stochastic Optimal Investment Strategies for DC Pension under the Affine Interest Rate Model

Effect of Inflation on Stochastic Optimal Investment Strategies for DC Pension under the Affine Interest Rate Model

Fundamental Journal of Mathematics and Applications

2019-Cilt: 2 Sayı: 1

91-100

Hamilton-Jacobi Bellman equation, Affine interest rate, Defined contribution pension, Inflation Stochastic optimal control

10821