收益率方程解的存在唯一性及其数值解

The Existence and Uniqueness of the Solution for the Equation of Gain Rate and the Numerical Solution

本文给出了投资决策中一般形式的收益率方程解的存在性及唯一性的充要条件,同时给出求收益率方程解的几种有效迭代格式。

In this paper, A sufficient and necessary condition for the existence and uniqueness of the solution of the general gain rate equation in investment policy was gived. Meanwhile, several effective iterative numerical methods for solving this equation was provided.