@article{10_4064_ap210429_12_11, author = {Szymon Peszat and Dariusz Zawisza}, title = {The investor problem based on the {HJM} model}, journal = {Annales Polonici Mathematici}, pages = {241--269}, publisher = {mathdoc}, volume = {127}, number = {3}, year = {2021}, doi = {10.4064/ap210429-12-11}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4064/ap210429-12-11/} }