The maximum principle for one kind of Stochastic Optimization Problem and Applic
一类随机优化问题的最大值原理及其在风险动态度量中的应用,嵇少林,吴臻,受动态度量风险问题的启发,在本文中,我们获得了一类随机优化问题的最大值原理。
金融市场中,投资者的动态度量风险问题可以在�
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