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浏览/检索结果: 共3条，第1-3条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing 期刊论文 OPTIMIZATION, 2008, 卷号: 57, 期号: 5, 页码: 691-703 作者:  Li, Ping;  Wang, Shou-Yang 收藏  |  浏览/下载：9/0  |  提交时间：2018/07/30 martingale measure  derivative pricing  optimal consumption  incomplete market  utility maximization   The corporate optimal portfolio and consumption choice problem in the real project with borrowing rate higher than deposit rate 期刊论文 APPLIED MATHEMATICS AND COMPUTATION, 2006, 卷号: 175, 期号: 2, 页码: 1596-1608 作者:  Wu, Z;  Zhang, L 收藏  |  浏览/下载：2/0  |  提交时间：2020/01/03 consumption/investment optimization  dynamic programming principle  HJB  equations  stochastic control  hyperbolic absolute risk aversion   One kind of corporate optimal investment problem in the real project 会议论文 25th Chinese Control Conference, AUG 07-10, 2006 作者:  Wu Zhen;  Zhang Linyan 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/31 consumption/ investment optimization  dynamic programming principle  HJB  equations  stochastic control  hyperbolic absolute risk aversion