Application of Stochastic LQ Control Driven by Lévy Processes in Mean-Variance Portfolio Selection Problem

Zhang Xin, Zhu Huainian, Zhang Chengke, Bin Ning

South China Journal of Economics ›› 2018, Vol. 37 ›› Issue (6) : 132-144.

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South China Journal of Economics ›› 2018, Vol. 37 ›› Issue (6) : 132-144. DOI: 10.19592/j.cnki.scje.360031
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Application of Stochastic LQ Control Driven by Lévy Processes in Mean-Variance Portfolio Selection Problem

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2018, 37(6): 132-144 https://doi.org/10.19592/j.cnki.scje.360031

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