Continuous-Time Optimal Portfolio Selection with Liability

Xie Shuxiang;Li Zhongfei

Journal of Systems Science and Mathematical Sciences ›› 2007, Vol. 27 ›› Issue (6) : 801-810.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2007, Vol. 27 ›› Issue (6) : 801-810. DOI: 10.12341/jssms10020
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Continuous-Time Optimal Portfolio Selection with Liability

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2007, 27(6): 801-810 https://doi.org/10.12341/jssms10020

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