[ACM Press the 2018 2nd International Conference - Wuhan, China (2018.01.13-2018.01.15)] Proceedings of the 2018 2nd International Conference on Management Engineering, Software Engineering and Service Sciences - ICMSS 2018 - Investment Portfolio Strategy Based on Geometric Brownian Motion and Backward Stochastic Differential Equations
Yang, Xuechen, Zhao, Shan, Li, HongjunYear:
2018
Language:
english
DOI:
10.1145/3180374.3181350
File:
PDF, 1.07 MB
english, 2018