Optimal Consumption and Portfolio Decision with Heston's SV Model Under HARA Utility Criterion

Chunfeng WANG, Hao CHANG, Zhenming FANG

Journal of Systems Science and Information ›› 2017, Vol. 5 ›› Issue (1) : 21-33.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2017, Vol. 5 ›› Issue (1) : 21-33. DOI: 10.21078/JSSI-2017-021-13
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Optimal Consumption and Portfolio Decision with Heston's SV Model Under HARA Utility Criterion

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2017, 5(1): 21-33 https://doi.org/10.21078/JSSI-2017-021-13

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