Journal of Mathematical Finance

Vol.7 No.3(2017), Paper ID 78082, 19 pages

DOI:10.4236/jmf.2017.73037

 

Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model

 

Chunxiang A, Yi Shao

 

School of Mathematics and Statistics, Zhaoqing University, Zhaoqing, China
School of Mathematics and Statistics, Zhaoqing University, Zhaoqing, China

 

Copyright © 2017 Chunxiang A, Yi Shao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

A, C. and Shao, Y. (2017) Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model. Journal of Mathematical Finance, 7, 699-717. doi: 10.4236/jmf.2017.73037.
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