A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596): Difference between revisions

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+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
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+Semimartingale representation of fractional Riesz-Bessel motion
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+Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
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+Term Structure Models Driven by General Levy Processes
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+Optimal Consumption and Portfolio Rules with Durability and Local Substitution
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+Optimal portfolios for exponential Lévy processes.
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+The normal inverse gaussian lévy process: simulation and approximation
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@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024901001206
+Normal rank
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+W1973021464
@@ Property / OpenAlex ID: W1973021464 / rank @@
+Normal rank