Timing portfolio strategies with exponential Lévy processes (Q1722752)
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scientific article; zbMATH DE number 7024660
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Timing portfolio strategies with exponential Lévy processes |
scientific article; zbMATH DE number 7024660 |
Statements
Timing portfolio strategies with exponential Lévy processes (English)
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18 February 2019
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Lévy processes
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applied probability
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portfolio strategies
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stopping times
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0.8970275
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0.89335126
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0.8726424
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0.85582507
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0.84661627
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0.83817655
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0.83774465
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