Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/17442500903276334 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1975243947 / rank | |||
Normal rank |
Revision as of 19:32, 19 March 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