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Portfolio optimization with a prescribed terminal wealth distribution 期刊论文
Quantitative Finance,2022, 卷号: 22, 期号: 2, 页码: 333-347
作者:  Guo, Ivan;  Langrené, Nicolas;  Loeper, Grégoire;  Ning, Wei
收藏  |  浏览/下载:16/0  |  提交时间:2022/08/29
Optimal strategies for asset allocation and consumption under stochastic volatility 期刊论文
Applied Mathematics Letters,2016, 卷号: 58, 页码: 69-73
作者:  Zhang, Qiang;  Ge, Lei
收藏  |  浏览/下载:21/0  |  提交时间:2021/05/13
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions 期刊论文
Journal of Real Estate Finance and Economics,2012, 卷号: 45, 期号: 1, 页码: 3-29
作者:  Fan, Gang-Zhi;  Pu, Ming;  Ong, Seow Eng
收藏  |  浏览/下载:13/0  |  提交时间:2025/03/14
Stochastic control of SDEs associated with Lévy generators and application to financial optimization 期刊论文
Frontiers of Mathematics in China,2010, 卷号: 5, 期号: 1, 页码: 89-102
作者:  Bennett, Jonathan;  Wu, Jianglun
收藏  |  浏览/下载:5/0  |  提交时间:2023/05/30
Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process 期刊论文
Annals of Economics and Finance,2000, 卷号: 1, 期号: 1, 页码: 101-116
作者:  Yan, Jia'an;  Zhang, Qiang;  Zhang, Shuguang
收藏  |  浏览/下载:8/0  |  提交时间:2021/05/13