CEV模型下基于双曲绝对风险厌恶效用的最优投资策略

刘小涛, 刘海龙

Optimal investment policy for hyperbolic absolute risk averse utility function under the CEV model

LIU Xiaotao, LIU Hailong

系统工程理论与实践 . 2020, (1): 1 -12 . DOI: 10.12011/1000-6788-2018-0690-12