Hu, F., & Wang, R. (2017). Optimal investment–consumption strategy with liability and regime switching model under Value-at-Risk constraint. Applied mathematics and computation, 313, 103-118. https://doi.org/10.1016/j.amc.2017.04.034
Chicago Style (17th ed.) CitationHu, Fengxia, and Rongming Wang. "Optimal Investment–consumption Strategy with Liability and Regime Switching Model Under Value-at-Risk Constraint." Applied Mathematics and Computation 313 (2017): 103-118. https://doi.org/10.1016/j.amc.2017.04.034.
MLA (9th ed.) CitationHu, Fengxia, and Rongming Wang. "Optimal Investment–consumption Strategy with Liability and Regime Switching Model Under Value-at-Risk Constraint." Applied Mathematics and Computation, vol. 313, 2017, pp. 103-118, https://doi.org/10.1016/j.amc.2017.04.034.