薄立军
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·Paper Publications
Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching, (with H.F. Liao and X. Yu) SIAM Journal on Control and Optimization, Vol. 57(1), 366-401, 2019 [ Arxiv ]
Release time:2021-08-03 Hits:
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Links to published journals: https://www.siam.org/publications/journals/siam-journal-on-control-and-optimization-sicon，，，https://arxiv.org/abs/1712.05676