当θ<0时无限时域Epstein-Zin随机微分效用的经济学解释与数学分析

An economic interpretation and mathematical analysis of Epstein–Zin stochastic differential utility for an infinite horizon when $\theta <0$

Finance and Stochastics · 2026
被引 0
人大 A-ABS 3
金融数学随机微分方程效用理论风险厌恶随机控制