The optimal investment strategy under the disordered return and random inflation

被引：3
|
作者：
Li, Juan [1 ]
Xia, Dengfeng [2 ]
机构：
[1] School of Economics and Management, Wuhu Institute of Technology, Wuhu,Anhui, China
[2] School of Mathematics and Physics, Anhui Polytechnic University, Wuhu,Anhui, China
来源：
Systems Science and Control Engineering | 2019年 / 7卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Backward stochastic differential equations - disorder problem - Optimal investments - Random inflation - Semimartingales;
D O I：
10.1080/21642583.2019.1661314
中图分类号：
学科分类号：
摘要：
30
引用
收藏
页码：82 / 93
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