A Martingale Approach to Optimal Portfolios with Jump-diffusions (Q2884610): Difference between revisions
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Latest revision as of 21:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Martingale Approach to Optimal Portfolios with Jump-diffusions |
scientific article |
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A Martingale Approach to Optimal Portfolios with Jump-diffusions (English)
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30 May 2012
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Martingale approach
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convex optimization
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jump-diffusions
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incomplete markets
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