Optimal portfolio model under compound jump processes (Q4932910)
From MaRDI portal
scientific article; zbMATH DE number 5796998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio model under compound jump processes |
scientific article; zbMATH DE number 5796998 |
Statements
Optimal portfolio model under compound jump processes (English)
0 references
7 October 2010
0 references
cybernetics
0 references
finance
0 references
modelling
0 references
portfolio investment
0 references
