A Martingale Approach to Optimal Portfolios with Jump-diffusions (Q2884610): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:55, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Martingale Approach to Optimal Portfolios with Jump-diffusions |
scientific article |
Statements
A Martingale Approach to Optimal Portfolios with Jump-diffusions (English)
0 references
30 May 2012
0 references
Martingale approach
0 references
convex optimization
0 references
jump-diffusions
0 references
incomplete markets
0 references