中国科学院数学与系统科学研究院期刊网
Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model
Hui MI, Xiu-chun BI, Shu-guang ZHANG
Dynamic Asset Allocation with Loss Aversion in a Jump-diffusion Model
Hui MI, Xiu-chun BI, Shu-guang ZHANG
应用数学学报(英文版) . 2015, (2): 557 -566 .  DOI: 10.1007/s10255-015-0485-1