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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun
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Xu, Zuo Quan
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Operations research letters
44
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2016
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6
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pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu
;
Li, Zhongfei
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Wang, Shouyang
;
Xu, Zuo Quan
- In:
Operations research letters
48
(
2020
)
2
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pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
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