Minimization of shortfall risk in a jump-diffusion model (Q2568328)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Minimization of shortfall risk in a jump-diffusion model |
scientific article; zbMATH DE number 2213052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimization of shortfall risk in a jump-diffusion model |
scientific article; zbMATH DE number 2213052 |
Statements
Minimization of shortfall risk in a jump-diffusion model (English)
0 references
10 October 2005
0 references
0 references
0.7989397048950195
0 references
0.7981172204017639
0 references