Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575): Difference between revisions

@@ Property / cites work @@
+Optimal portfolio selection when stock prices follow an jump-diffusion process
+Normal rank
@@ Property / cites work @@
+Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
+Normal rank
@@ Property / cites work @@
+Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints
+Normal rank
@@ Property / cites work @@
+Continuous-time safety-first portfolio selection with jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
+Normal rank