Optimal portfolio selection when stock prices follow an jump-diffusion process
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Publication:2386341
DOI10.1007/s001860400365zbMath1123.91026MaRDI QIDQ2386341
Publication date: 22 August 2005
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860400365
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