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

MA Juan, FAN Shunhou, CHANG Hao

Journal of System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (5) : 1259-1271.

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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 System Science and Mathematical Science Chinese Series ›› 2017, Vol. 37 ›› Issue (5) : 1259-1271. DOI: 10.12341/jssms13156

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2017, 37(5): 1259-1271 https://doi.org/10.12341/jssms13156

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