Journal of Management Science and Engineering2026，Vol.11Issue(2)：P.288-318,31.DOI:10.1016/j.jmse.2026.02.003
Limited participation under ambiguity of correlation and drifts in continuous time
Jialong Sun 1Shunming Zhang2
作者信息
- 1. School of Mathematics,Renmin University of China,Beijing,100872,China
- 2. China Financial Policy Research Center and School of Finance,Renmin University of China,Beijing,100872,China
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摘要
关键词
Ambiguity aversion/Correlation coefficient/Limited participation/General equilibrium/Drift rates分类
管理科学引用本文复制引用
Jialong Sun,Shunming Zhang..Limited participation under ambiguity of correlation and drifts in continuous time[J].Journal of Management Science and Engineering,2026,11(2):P.288-318,31.
