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• W2347594692 abstract "The optimal consumption portfolio problem for single asset and multi-noise in fractional Brownian motion are discussed.When asset price follow the stochastic differential equation with constant coefficient and multi-dimension fractional Brownian motion,we present the explict solutions of the optimal consumption portfolio problem under utility function which is power function or logarithm function." @default.
• W2347594692 created "2016-06-24" @default.
• W2347594692 creator A5074969316 @default.
• W2347594692 date "2008-01-01" @default.
• W2347594692 modified "2023-09-28" @default.
• W2347594692 title "Optimal Consumption and Portfolio Problem for Single Asset and Multi-noise" @default.
• W2347594692 hasPublicationYear "2008" @default.
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