基于Heston模型时间一致的资产负债管理鲁棒策略
杨璐，张成科，朱怀念，李方超
Ambiguity Aversion and Time-consistent Optimal Investment for Asset-liability Management under the Heston Model
YANG Lu, ZHANG Chengke, ZHU Huainian, LI Fangchao
中国管理科学
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2021, (10): 47
-57
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DOI: 10.16381/j.cnki.issn1003-207x.2019.1991
