Author:
Meng Qing-bin,Zhang Xin,Bi Jun-na
Publisher
Springer Science and Business Media LLC
Reference32 articles.
1. Bäuerle, N., Rieder, U. Portfolio optimization with jumps and unobservable intensity process. Mathematical Finance, 17 (2): 205–224 (2007)
2. Bensoussan, A. Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions. Stochastics: an International Journal of Probability and Stochastic Processes, 9(3): 169–222 (1983)
3. Björk, T., Davis, M. H., and Landén, C. Optimal investment under partial information. Mathematical Methods of Operations Research, 71(2): 371–399 (2010)
4. Borch, K. The mathematical theory of insurance. Lexington books Mass, 1974
5. Borch, K. Economics of insurance. Amsterdam: Elsevier, 1990
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献