Willow Algorithm for Consumption-Investment under Stochastic Volatility Model with Jump Diffusion

被引:0
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作者
Wang, Kunlun [1 ]
Xu, Wei [2 ]
Ma, Junmei [3 ]
You, Pei [4 ]
机构
[1] Department of Mathematics, Shanghai University of Finance and Economics, Shanghai, China
[2] Department of Mathematics, Ryerson University, Toronto, Canada
[3] Department of Mathematics, Shanghai University of Finance and Economics, Shanghai, China
[4] Department of Mathematics, Shanghai University of Finance and Economics, Shanghai, China
关键词
1106.1 - 1201 - 1201.7 - 1202.1 - 801.3 Colloid Chemistry;
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31
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页码:34 / 44
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