RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802)
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scientific article; zbMATH DE number 6880362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS |
scientific article; zbMATH DE number 6880362 |
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RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (English)
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4 June 2018
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financial crisis
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asset allocation
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subordinators
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idiosyncratic jump
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systematic jump
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multivariate jump-diffusion process
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