中国科学院数学与系统科学研究院期刊网
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon
CHEN Tian, LIU Ruyi, WU Zhen
Journal of Systems Science and Complexity . 2023, (2): 457 -479 .  DOI: 10.1007/s11424-023-1272-3