Optimal risk transfer and investment policies based upon stochastic differential utilities

Author: Nakamura Nobuhiro  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.12, Iss.4, 2005-12, pp. : 375-403

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract