The strategy of jump-diffusion continuous-time asset allocation under uncertain environment

LI Aizhong, PENG Yuelan, REN Ruoen, DONG Jichang

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (12) : 3118-3126.

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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (12) : 3118-3126. DOI: 10.12011/1000-6788(2017)12-3118-09

The strategy of jump-diffusion continuous-time asset allocation under uncertain environment

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(12): 3118-3126 https://doi.org/10.12011/1000-6788(2017)12-3118-09

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