CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST     2012 28 (5):  457-470    ISSN: 1001-4268:  CN: 31-1256

Optimal Control for Utility Portfolio Selection with Liability
Chang Hao, Rong Ximin
Department of Mathematics, Tianjin Polytechnic University, School of Management, Tianjin University, School of Science, Tianjin University
Received null  Revised null  Online 2012-10-26
Reference  

Corresponding author: Chang Hao