Lévy过程驱动的随机LQ控制在均值-方差投资组合中的应用
张欣, 朱怀念, 张成科, 宾宁
Application of Stochastic LQ Control Driven by Lévy Processes in Mean-Variance Portfolio Selection Problem
Zhang Xin, Zhu Huainian, Zhang Chengke, Bin Ning
南方经济
.
2018, (6): 132
-144
.
DOI: 10.19592/j.cnki.scje.360031
