Cite
Optimal investment–consumption strategy with liability and regime switching model under Value-at-Risk constraint.
MLA
Hu, Fengxia, and Rongming Wang. “Optimal Investment–consumption Strategy with Liability and Regime Switching Model under Value-at-Risk Constraint.” Applied Mathematics & Computation, vol. 313, Nov. 2017, pp. 103–18. EBSCOhost, https://doi.org/10.1016/j.amc.2017.04.034.
APA
Hu, F., & Wang, R. (2017). Optimal investment–consumption strategy with liability and regime switching model under Value-at-Risk constraint. Applied Mathematics & Computation, 313, 103–118. https://doi.org/10.1016/j.amc.2017.04.034
Chicago
Hu, Fengxia, and Rongming Wang. 2017. “Optimal Investment–consumption Strategy with Liability and Regime Switching Model under Value-at-Risk Constraint.” Applied Mathematics & Computation 313 (November): 103–18. doi:10.1016/j.amc.2017.04.034.