Optimal Investment Strategy with Dynamic VaR Constrain in a Defaultable Financial Market
东立 王
- Published
- Publisher
- Hans Publishers
- Journal / collection
- Advances in Applied Mathematics
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.12677/aam.2024.134157
The original publisher provides the full text and its access options.
Cite this source
东立 王. Optimal Investment Strategy with Dynamic VaR Constrain in a Defaultable Financial Market. Advances in Applied Mathematics. 2024. https://doi.org/10.12677/aam.2024.134157