Utility maximization for L{\'e}vy switching models

DOI10.1137/S0040585X97T991799arXiv1807.08982MaRDI QIDQ6304563

Yuchao Dong, Lioudmila Vostrikova

Publication date: 24 July 2018

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Utility theory (91B16)

This page was built for publication: Utility maximization for L{\'e}vy switching models