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相似拡大的頑健効用と2ファクター金利モデルに基づく消費と株式・債券投資の多期間最適化問題における2種類の近似解析解
相似拡大的頑健効用と2ファクター金利モデルに基づく消費と株式・債券投資の多期間最適化問題における2種類の近似解析解
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楠田, 浩二
Center for Risk Research (CRR), Shiga University
2013-06
CRR Discussion Paper, Series J
No. J-40
p.1-26
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