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Continuous-time mean-variance portfolio optimization in a jump-diffusion market

✍ Scribed by Alp, Özge Sezgin ;Korn, Ralf

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Dynamic Control of the Investment Portfo

✍ V. A. Gal’perin; V. V. Dombrovsky; E. N. Fedosov 📂 Article 📅 2005 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 169 KB

Notes and Comments: The numeraire portfo

✍ Korn, Ralf ;Oertel, Frank ;Schäl, Manfred 📂 Article 📅 2003 🏛 Springer ⚖ 162 KB

Theory of a continuous-time correlated w

✍ S.V. Godoy; S. Fujita 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 751 KB