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

DOI10.1007/11758549_45zbMATH Open1157.91361OpenAlexW1574094285MaRDI QIDQ5301477FDOQ5301477

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

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Mathematics Subject Classification ID

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

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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