Projects(71271215,71221061) supported by the National Natural Science Foundation of China;Project(2011DFA10440) supported by the International Science&Technology Cooperation Program of China;Project(CX2012B067) supported by Hunan Provincial Innovation Foundation for Postgraduate,China
In order to characterizc large fluctuations of the financial markets and optimize financial portfolio, a new dynamic asset control strategy was proposed in this work. Firstly, a random process item with variable jump ...