On Study of Optimal Investment with Ambiguity and Anticipation under Fluctuated Discounting Rate

Xia Dengfeng,Fei Weiyin,Liu Hongjian

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PDF(235 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2010, Vol. 26 ›› Issue (3) : 270-276.
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On Study of Optimal Investment with Ambiguity and Anticipation under Fluctuated Discounting Rate

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