Dynamic Mean-Variance Model with Borrowing Constraint under the Constant Elasticity of Variance Process.

Hao Chang Xi-Min Rong

Published in: J. Appl. Math. (2013)

Keyphrases

formal model
management system
probability distribution
process model
mathematical model
high level
cost function
statistical model
expert systems
probabilistic model
parameter estimation
experimental data
utility function
conceptual model
sensitivity analysis
analytical model