Asset-liability Model Based on Jumping-Diffusion Process
Zhang We · Jiangxi kexue · 2013
The application of mathematical methods can solve various portfolio issues that investors will encounter in actual investment,which provides reasonable theory basis for the investor.Based on the existing asset-liability model,jumping part is added to the asset in this paper.It could achieve further optimization and establish asset-liability model more reasonably,so that the portfolio selection has more theoretical and practical significance in this model.