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Insurance portfolio selection under the constant elasticity variance model(Chinese Edition) - Softcover
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Language:Chinese.paperback.Pub Date:2022-09.publisher:Science Press.description: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 varia
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Insurance portfolio selection under the constant elasticity variance model(Chinese Edition)
Seller: liu xing, Nanjing, JS, China
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paperback. Condition: 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. Seller Inventory # DQ045568