A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069)
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scientific article; zbMATH DE number 7677163
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| English | A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk |
scientific article; zbMATH DE number 7677163 |
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A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (English)
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21 April 2023
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0.85417235
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0.8378162
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0.8375937
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0.8346699
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0.83462137
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