{"title":"带摩擦的动态均方差问题","authors":"A. Bensoussan, Guiyuan Ma, Chi Chung Siu, S. Yam","doi":"10.1007/s00780-022-00474-x","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"26 1","pages":"267 - 300"},"PeriodicalIF":1.1000,"publicationDate":"2022-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Dynamic mean–variance problem with frictions\",\"authors\":\"A. Bensoussan, Guiyuan Ma, Chi Chung Siu, S. Yam\",\"doi\":\"10.1007/s00780-022-00474-x\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":50447,\"journal\":{\"name\":\"Finance and Stochastics\",\"volume\":\"26 1\",\"pages\":\"267 - 300\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2022-03-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance and Stochastics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s00780-022-00474-x\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance and Stochastics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s00780-022-00474-x","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍:
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
- in all areas of finance based on stochastic methods
- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses - but is not limited to - the following fields:
- theory and analysis of financial markets
- continuous time finance
- derivatives research
- insurance in relation to finance
- portfolio selection
- credit and market risks
- term structure models
- statistical and empirical financial studies based on advanced stochastic methods
- numerical and stochastic solution techniques for problems in finance
- intertemporal economics, uncertainty and information in relation to finance.