Timing portfolio strategies with exponential Lévy processes (Q1722752)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7024660
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Timing portfolio strategies with exponential Lévy processes |
scientific article; zbMATH DE number 7024660 |
Statements
Timing portfolio strategies with exponential Lévy processes (English)
0 references
18 February 2019
0 references
Lévy processes
0 references
applied probability
0 references
portfolio strategies
0 references
stopping times
0 references
0 references
0 references
0.8970275
0 references
0.89335126
0 references
0.8726424
0 references
0.85582507
0 references
0 references
0.84661627
0 references
0.83817655
0 references
0.83774465
0 references
