On the verification theorem of continuous-time portfolio problem with stochastic market price of risk

On the verification theorem of continuous-time portfolio problem with stochastic market price of risk
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具有随机风险市场价格的连续时间投资组合问题的验证定理

DOI:
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发表时间:
2005
期刊:
Proceedings of The 7th JAFEE International Conference
影响因子:
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通讯作者:
Shoji Kamimura
Shoji Kamimura
中科院分区:
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文献类型:
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作者:
Toshiki Honda;Shoji Kamimura

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