奇异协方差阵及不同借贷利率下均值—方差模型的解析解

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1007-3221|24|2|192-200

ISSN: 1007-3221

Source: 运筹与管理, Vol.24, Iss.2, 2015-01, pp. : 192-200

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Abstract