The model of optimal portfolio with downside constraint is extended. In the case of market parameters evolving in time, the optimal portfolio strategy with downside constraint is characterized by the technique of Malliavin calculus.%对下方约束的最优投资模型进行推广.考虑市场参数为关于时间函数的情形下,利用Malliavin分析,刻画其带下方约束的最优投资策略.
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