Insurance portfolio selection under the constant elasticity variance model(Chinese Edition)

LIU HAI LONG . LIU XIAO TAO

Language: English

Published by Science Press, 2022

7030715950 / 9787030715951

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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.

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Title
Insurance portfolio selection under the constant elasticity variance model(Chinese Edition)
Author
LIU HAI LONG . LIU XIAO TAO
Publisher
Science Press
Publication year
2022
Condition
New
Binding
paperback
Language
English
ISBN 10
7030715950
ISBN 13
9787030715951

liu xing

Nanjing, JS, China

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