浏览/检索结果:共4条，第1-4条

已选(0)清除条数/页：排序方式：
	The optimal investment problem with inflation and liquidity risk 期刊论文 Journal of Computational and Applied Mathematics,2024, 卷号: 438 作者: Chen, Xinyue; Chen, Peimin; He, Yong; Wang, Xiaoyang 收藏 \| 浏览/下载：16/0 \| 提交时间：2024/03/12 HJB equation Inflation Labor supply flexibility Liquidity risk Optimal investment and consumption
	An analytical solution for the robust investment-reinsurance strategy with general utilities 期刊论文 North American Journal of Economics and Finance,2022, 卷号: 63 作者: He, Yong; Zhou, Xia; Chen, Peimin; Wang, Xiaoyang 收藏 \| 浏览/下载：15/0 \| 提交时间：2025/03/25 Ambiguity General utility function Hamilton–Jacobi–Bellman (HJB) equation Homotopy analysis method Taylor series expansion
	Stochastic optimal control on dividend policies with bankruptcy 期刊论文 Optimization,2019, 卷号: 68, 期号: 12, 页码: 2313-2333 作者: Chen, Peimin; Luo, Xiankang 收藏 \| 浏览/下载：18/0 \| 提交时间：2025/03/25 bailout HJB equation Optimal dividend proportional reinsurance terminal value
	A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization 期刊论文 Monte Carlo Methods and Applications,2014, 卷号: 20, 期号: 2, 页码: 145-165 作者: Kharroubi, Idris; Langrené, Nicolas; Pham, Huyên 收藏 \| 浏览/下载：13/0 \| 提交时间：2022/08/29 Backward stochastic differential equations control randomization empirical regressions HJB equation Monte Carlo uncertain volatility