位置：成果数据库 > 期刊 > 期刊详情页
Variational inequalities in stock loan models
  • ISSN号：1389-4420
  • 期刊名称：Optimization and Engineering
  • 时间：2012.9.9
  • 页码：459-470
  • 相关项目：随机分析与保险公司最优控制问题
作者： Liang, Zongxia|Wu, Weiming|
同期刊论文项目
随机分析与保险公司最优控制问题
期刊论文 6
同项目期刊论文
Stock loan with automatic termination clause, cap and margin
Optimal control of a big financial company with debt liability under bankrupt probability constraint
Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance f
Optimal dividend and investing control of an insurance company with higher solvency constraints
Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution