随机利率环境下一类跳扩散相依风险资产的最优投资策略

孙景云, 郭精军

Optimal investment strategies for a class of risky assets with jump-diffusion dependence under the stochastic interest rate

SUN Jingyun, GUO Jingjun

运筹学学报 . 2020, (3): 101 -114 . DOI: 10.15960/j.cnki.issn.1007-6093.2020.03.008