Portfolio problems based on jump-diffusion models
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- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models
- Dynamic asset allocation with loss aversion in a jump-diffusion model
- Optimal portfolio selection when stock prices follow an jump-diffusion process
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- The optimal portfolio strategy under different utility functions
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- scientific article; zbMATH DE number 1989783 (Why is no real title available?)
- scientific article; zbMATH DE number 1487901 (Why is no real title available?)
- scientific article; zbMATH DE number 1526954 (Why is no real title available?)
- Optimal portfolio model under compound jump processes
- On the parabolic equation for portfolio problems
- Optimal portfolio for multi-type asset models using filtered various information
- Optimal portfolio application with double-uniform jump model
- A note on a new approach to both price and volatility jumps: an application to the portfolio model
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market
- Continuous time mean-variance optimal portfolio allocation under jump diffusion: an numerical impulse control approach
- Continuous-time safety-first portfolio selection with jump-diffusion processes
- Multi-type financial asset models for portfolio construction
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