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
关键词：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Commerce - Investments - Stochastic models
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