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机器翻译,仅供参考!可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号:量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment 具有投资组合约束和随机环境的稳健最优投资和消费策略 来源:ARXIV_20240704 [2] Basket Options with Volatility Skew 波动率倾斜的篮子期权 来源:ARXIV_20240704 [3] The not so hidden risks of hidden to maturity accounting 隐性到到期会计的非隐性风险 来源:ARXIV_20240704 [1] Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment 标题:具有投资组合约束和随机环境的稳健最优投资和消费策略 作者:Len Patrick Dominic M. Garces, Yang Shen 来源:ARXIV_20240704 Abstract : We investigate a continuous time investment consumption problem with m
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