Zhu, Yichen; Escobar-Anel, Marcos Polynomial affine approach to HARA utility maximization with applications to Ornstein-Uhlenbeck \(4/2\) models. (Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models.) (English) Zbl 1510.91158 Appl. Math. Comput. 418, Article ID 126836, 18 p. (2022). MSC: 91G10 49K45 49M25 49N90 60H35 93E20 PDFBibTeX XMLCite \textit{Y. Zhu} and \textit{M. Escobar-Anel}, Appl. Math. Comput. 418, Article ID 126836, 18 p. (2022; Zbl 1510.91158) Full Text: DOI
Sekine, Jun Long-term optimal portfolios with floor. (English) Zbl 1251.91056 Finance Stoch. 16, No. 3, 369-401 (2012). MSC: 91G10 93E20 91G80 91G20 PDFBibTeX XMLCite \textit{J. Sekine}, Finance Stoch. 16, No. 3, 369--401 (2012; Zbl 1251.91056) Full Text: DOI