Computer Construction of Quasi Optimal Portfolio for Stochastic Models with Jumps of Financial Markets

DOI10.1007/11758549_45MaRDI QIDQ5301477zbMATH OpenOpenAlexFDO

Authors Aleksander Janicki

Publication date 20 January 2009

Published in Computational Science – ICCS 2006 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11758549_45

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(2)

• Optimal Portfolio and Consumption Policies Subject to Rishel's Important Jump Events Model: Computational Methods
• Computational Science - ICCS 2004

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