ISBN: 9787030715951 - insurance portfolio selection under the constant elasticity variance model(chinese edition) (1 Ergebnisse)

paperback. Zustand: New. Paperback.Pub Date:2022-09 Pages:153 Language:ChinesePublisher:Science PressInsurance Portfolio Selection under the Constant Elasticity Variance Model focuses on the non-self-financing portfolio selection problem under the constant elasticity variance (CEV) model. By combining the non-self-financing portfolio optimization problem with the real option pricing problem. a general framework for solving and analyzing the non-self-financing investment portfolio selection problem is established. The.…