Dynamic Control of the Investment Portfolio in the Jump-Diffusion Financial Market with Regime Switching

✍ Scribed by V. A. Gal’perin; V. V. Dombrovsky; E. N. Fedosov

• Publisher: SP MAIK Nauka/Interperiodica
• Year: 2005
• Tongue: English
• Weight: 169 KB
• Volume: 66
• Category: Article
• ISSN: 0005-1179
• DOI: 10.1007/s10513-005-0127-9