Dynamical portfolio selection in continuous time taking fluctuation jumps into account (Q4494433)
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scientific article; zbMATH DE number 1487901
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamical portfolio selection in continuous time taking fluctuation jumps into account |
scientific article; zbMATH DE number 1487901 |
Statements
4 January 2001
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jump risks
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stocks
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pure diffusion
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0.8219862580299377
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0.8130012154579163
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0.8110542893409729
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0.8088871836662292
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0.8016803860664368
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Dynamical portfolio selection in continuous time taking fluctuation jumps into account (English)
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