On the verification theorem of Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk
On the verification theorem of Continuous-Time Optimal Portfolio Problems with Stochastic Market Price of Risk
复制标题
具有随机风险市场价格的连续时间最优投资组合问题的验证定理
DOI:
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发表时间:
2005
期刊:
影响因子:
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通讯作者:
Shoji Kamimura
中科院分区:
文献类型:
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作者:
Toshiki Honda;Shoji Kamimura