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相似拡大的頑健効用投資家の消費と長期証券投資の最適化問題に対する近似解析解
by
バトボルド
,
ボロルソフタ
,
菊池, 健太郎
,
楠田, 浩二
Published in
日本オペレーションズ・リサーチ学会和文論文誌
(2019)
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Epstein-Zin効用に基づく消費と長期証券投資の最適化問題に対する近似解析解
by
バトボルド
,
ボロルソフタ
,
菊池, 健太郎
,
楠田, 浩二
Published in
日本オペレーションズ・リサーチ学会和文論文誌
(2019)
Get full text
Journal Article
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Journal Article
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Topic
最適制御
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確率的最適化
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近似解析解
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金融
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ナイトの不確実性
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再帰的効用
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Japanese
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EZB Electronic Journals Library
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