"Optimal investment-consumption strategy with liability and regime ..."

Fengxia Hu, Rongming Wang (2017)

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DOI: 10.1016/J.AMC.2017.04.034

access: closed

type: Journal Article

metadata version: 2020-02-21

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Fengxia Hu, Rongming Wang:
Optimal investment-consumption strategy with liability and regime switching model under Value-at-Risk constraint. Appl. Math. Comput. 313: 103-118 (2017)

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