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Hamilton-Jacobi-Bellman Equation
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Optimal investment problem with multiple risky assets under the constant elasticity of variance (CEV) model
Zhao, Hui
;
Rong, Ximin
;
Ma, Weiqin
;
Gao, Bo
- In:
Modern economy
3
(
2012
)
6
,
pp. 718-725
Persistent link: https://www.econbiz.de/10009720485
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Optimal investment problem for life insurance company by considering health-level
Chen, Jiachen
;
Rong, Ximin
;
Zhao, Hui
- In:
Modern economy
10
(
2019
)
4
,
pp. 1107-1120
Persistent link: https://www.econbiz.de/10012104774
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