Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373): Difference between revisions

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Latest revision as of 13:46, 10 July 2024

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Dynamic asset allocation with loss aversion in a jump-diffusion model
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    Dynamic asset allocation with loss aversion in a jump-diffusion model (English)
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    22 July 2015
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    jump-diffusion process
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    loss aversion
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    asset allocation
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    martingale
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