Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:48, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wealth optimization and dual problems for jump stock dynamics with stochastic factor |
scientific article |
Statements
Wealth optimization and dual problems for jump stock dynamics with stochastic factor (English)
0 references
11 March 2011
0 references
utility maximization
0 references
pure jump processes
0 references
jump-diffusion processes
0 references
