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A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility 期刊论文
Journal of Computational and Applied Mathematics,2023, 卷号: 423
作者:  He, Yong;  Chen, Peimin;  He, Lin;  Xiang, Kaili;  Wu, Chunchi
收藏  |  浏览/下载:23/0  |  提交时间:2025/03/25
Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model 期刊论文
Optimization, Optimization,2022, 2022, 卷号: 71, 71, 期号: 15, 页码: 4603-4633, 4603-4633
作者:  He, Yong;  Xiang, Kaili;  Chen, Peimin;  Wu, Chunchi
收藏  |  浏览/下载:27/0  |  提交时间:2025/03/25