Heston模型下基于HARA效用准则的资产-负债管理策略

马娟，樊顺厚，常浩

Asset-Liability Management Strategy with Heston's Stochastic Volatility Model in the HARA Utility Framework

MA Juan, FAN Shunhou, CHANG Hao

系统科学与数学 . 2017, (5): 1259 -1271 . DOI: 10.12341/jssms13156