Pages that link to "Item:Q1681369"

The following pages link to Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369):

Displaying 2 items.

• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)