Control improvement for jump-diffusion processes with applications to finance (Q434360)
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scientific article; zbMATH DE number 6054138
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| English | Control improvement for jump-diffusion processes with applications to finance |
scientific article; zbMATH DE number 6054138 |
Statements
Control improvement for jump-diffusion processes with applications to finance (English)
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10 July 2012
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jump-diffusion process
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control improvement
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portfolio optimization
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CRRA-utility functions
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0.7950856685638428
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0.7834563255310059
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0.7745688557624817
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0.772790253162384
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