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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 219397, 12 pages
http://dx.doi.org/10.1155/2013/219397
Research Article

An Investment and Consumption Problem with CIR Interest Rate and Stochastic Volatility

1Department of Mathematics, Tianjin Polytechnic University, Binshui West Road 399, 300387 Tianjin, China
2School of Science, Tianjin University, Wei-jin Road 72, 300072 Tianjin, China

Received 6 March 2013; Accepted 13 May 2013

Academic Editor: Ryan Loxton

Copyright © 2013 Hao Chang and Xi-min Rong. 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

Hao Chang and Xi-min Rong, “An Investment and Consumption Problem with CIR Interest Rate and Stochastic Volatility,” Abstract and Applied Analysis, vol. 2013, Article ID 219397, 12 pages, 2013. doi:10.1155/2013/219397