PUBLICACIÓN
Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain
Vallejo-Jimenez B., Venegas-Martinez F., De la Torre-Torres O.V., Alvarez-Garcia J.
2022 Mathematics
Computer Science (miscellaneous) (Q2), Engineering (miscellaneous) (Q2), Mathematics (miscellaneous) (Q2)
JCR: 2.4
SJR: 0.446
CITAS
1
DOI
10.3390/math10162926
EID
2-s2.0-85137392232
EISSN
2227-7390
BIBTEX
@article{Vallejo_Jim_nez_2022, doi = {10.3390/math10162926}, url = {https://doi.org/10.3390%2Fmath10162926}, year = 2022, month = {aug}, publisher = {{MDPI} {AG}}, volume = {10}, number = {16}, pages = {2926}, author = {Benjam{\'{\i}}n Vallejo-Jim{\'{e}}nez and Francisco Venegas-Mart{\'{\i}}nez and Oscar V. De la Torre-Torres and Jos{\'{e}} {\'{A}}lvarez-Garc{\'{\i}}a}, title = {Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain}, journal = {Mathematics} }
AUTORES DE LA UEX