Power forward performance in semimartingale markets with stochastic integrated factors

被引：0

作者：

Bo, Lijun ^{[1
]}

Capponi, Agostino ^{[2
]}

Zhou, Chao ^{[3
]}

机构：

[1] School Of Mathematics And Statistics, Xidian University, Xi'An,710126, China

[2] Department Of Industrial Engineering And Operations Research, Columbia University, New York,NY,10027, United States

[3] Department Of Mathematics, Risk Management Institute, National University Of Singapore, Singapore, Singapore

来源：

arXiv | 2018年

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摘要：

Commerce - Investments - Stochastic models

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