"Optimal Mean-Variance Problem with Constrained Controls in a ..."

Junna Bi, Junyi Guo (2013)

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DOI: 10.1007/S10957-012-0138-Y

access: closed

type: Journal Article

metadata version: 2020-04-07

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Junna Bi, Junyi Guo:
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer. J. Optim. Theory Appl. 157(1): 252-275 (2013)

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