| Application of Forward-Backward Stochastic Differential Equation in Portfolio Selection | |
| Ji, Hongcheng; Wang, Meijuan | |
| 2010 | |
| 会议名称 | International Conference on Information Electronic and Computer Science |
| 会议日期 | NOV, 2010 |
| 关键词 | Portfolio optimization FBSDE Optimal strategy |
| 页码 | 1679-1682 |
| 收录类别 | CPCI-S |
| 会议录 | 2010 INTERNATIONAL CONFERENCE ON INFORMATION, ELECTRONIC AND COMPUTER SCIENCE, VOLS 1-3
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6061894 |
| 专题 | 山东大学 |
| 作者单位 | Shandong Univ Sci & Technol, Coll Informat Sci & Engn, Qingdao, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Ji, Hongcheng,Wang, Meijuan. Application of Forward-Backward Stochastic Differential Equation in Portfolio Selection[C]. 见:International Conference on Information Electronic and Computer Science. NOV, 2010. |
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