The Optimal Models of Combined Securities with Stochastic Variables

Jian Fang REN;Rui Qing ZHAO;Lan Ping BAO

Systems Engineering - Theory & Practice ›› 2000, Vol. 20 ›› Issue (9) : 14-18.

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Systems Engineering - Theory & Practice ›› 2000, Vol. 20 ›› Issue (9) : 14-18. DOI: 10.12011/1000-6788(2000)9-14
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The Optimal Models of Combined Securities with Stochastic Variables

  • Jian Fang REN,Rui Qing ZHAO,Lan Ping BAO
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2000, 20(9): 14-18 https://doi.org/10.12011/1000-6788(2000)9-14

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