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Mathematical Problems in Engineering
Volume 2016, Article ID 4823451, 12 pages
http://dx.doi.org/10.1155/2016/4823451
Research Article

Optimal Consumption and Portfolio Decision with Convertible Bond in Affine Interest Rate and Heston’s SV Framework

1School of Science, Tianjin Polytechnic University, Tianjin 300387, China
2College of Management and Economics, Tianjin University, Tianjin 300072, China

Received 27 January 2016; Accepted 22 May 2016

Academic Editor: Vladimir Turetsky

Copyright © 2016 Hao Chang and Xue-Yan Li. 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 Xue-Yan Li, “Optimal Consumption and Portfolio Decision with Convertible Bond in Affine Interest Rate and Heston’s SV Framework,” Mathematical Problems in Engineering, vol. 2016, Article ID 4823451, 12 pages, 2016. https://doi.org/10.1155/2016/4823451.