PUBLICACIÓN

Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain

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ACCEDER A LA PUBLICACIÓN: Scopus Orcid

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} }


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