Chinese | English

Search in the results

CSpace
(Note: the search results are based on claimed items)

Browse/Search Results:  1-2 of 2 Help

Filters        
Selected(0)Clear Items/Page:    Sort:
基于投资者观点的多阶段投资组合选择模型 期刊论文
系统工程理论与实践, 2017, 卷号: 37, 期号: 8, 页码: 2024
Authors:  柏林;  赵大萍;  房勇;  汪寿阳
Favorite  |  View/Download：77/0  |  Submit date：2020/01/10
Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing 期刊论文
OPTIMIZATION, 2008, 卷号: 57, 期号: 5, 页码: 691-703
Authors:  Li, Ping;  Wang, Shou-Yang
Favorite  |  View/Download：57/0  |  Submit date：2018/07/30
martingale measure  derivative pricing  optimal consumption  incomplete market  utility maximization