leon774
幼苗
共回答了8个问题采纳率:100% 举报
eplicating portfolio
复制组合
投资组合
Optimal portfolio is a replicating strategy for a certain contingent claim,whichsums up to solve a backward stochastic differential equation.
最优投资策略就是对某个未定权益的复制策略,这归结为一个倒向随机微分方程的求解.
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1年前
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