搜索结果: 1-1 共查到“经济学 opportunity process”相关记录1条 . 查询时间(0.078 秒)
The Opportunity Process for Optimal Consumption and Investment with Power Utility
consumption semimartingale dynamic programming con-vex duality
2010/11/3
We study the utility maximization problem for power utility ran-dom fields in a semimartingale financial market, with and without intermediate consumption. The notion of an opportunity process is intr...